+1,418.3%
WDC vs JAAA
+29.3%
+1,389.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.1% | +5.8% | +5.6% |
| 7D | +1.7% | +0.2% | +1.6% | +1.3% |
| 30D | -10.0% | +0.5% | -10.5% | -11.3% |
| 3M | -18.8% | +1.3% | -20.0% | -21.6% |
| 6M | +79.0% | +2.7% | +76.4% | +66.2% |
| YTD | +171.6% | +3.2% | +168.4% | +149.0% |
| 1Y | +417.4% | +4.9% | +412.5% | +354.8% |
| 3Y | +1,251.8% | +19.0% | +1,232.8% | +953.2% |
| 5Y | +911.7% | +26.8% | +884.9% | +660.6% |
| All | +1,418.3% | +29.3% | +1,389.0% | +942.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling