+208.8%
WELL vs JAAA
+26.7%
+182.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | +0.7% | +0.5% | +0.3% | +0.3% |
| 3M | +14.5% | +1.2% | +13.3% | +13.1% |
| 6M | +14.4% | +2.7% | +11.7% | +11.3% |
| YTD | +28.5% | +3.2% | +25.3% | +24.4% |
| 1Y | +41.8% | +4.8% | +37.0% | +35.2% |
| 3Y | +202.8% | +19.0% | +183.8% | +166.5% |
| 5Y | +208.8% | +26.8% | +182.0% | +151.5% |
| All | +208.8% | +26.7% | +182.1% | +151.5% |
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