+31.2%
WEC vs JAAA
+26.7%
+4.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.9% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | +0.9% | +0.5% | +0.4% | +0.7% |
| 3M | -5.3% | +1.2% | -6.6% | -5.8% |
| 6M | -6.6% | +2.7% | -9.3% | -7.6% |
| YTD | +3.3% | +3.2% | +0.1% | +2.0% |
| 1Y | +2.1% | +4.8% | -2.7% | +0.1% |
| 3Y | +39.6% | +19.0% | +20.6% | +32.6% |
| 5Y | +31.2% | +26.8% | +4.4% | +21.4% |
| All | +31.2% | +26.7% | +4.5% | +21.4% |
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