+957.1%
WDC vs JAAA
+26.8%
+930.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | +4.4% | +0.1% | +4.3% | +4.2% |
| 30D | +5.3% | +0.4% | +4.9% | +3.9% |
| 3M | -5.9% | +1.2% | -7.1% | -9.4% |
| 6M | +73.2% | +2.7% | +70.6% | +59.6% |
| YTD | +167.8% | +3.2% | +164.7% | +143.4% |
| 1Y | +386.0% | +4.8% | +381.2% | +322.6% |
| 3Y | +1,309.7% | +19.0% | +1,290.7% | +964.5% |
| 5Y | +957.1% | +26.8% | +930.3% | +659.8% |
| All | +957.1% | +26.8% | +930.3% | +659.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded JAAA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling