-99.3%
WETO vs JAAA
+7.6%
-107.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -6.0% |
| 7D | -4.3% | +0.1% | -4.4% | -4.9% |
| 30D | -39.9% | +0.5% | -40.4% | -42.4% |
| 3M | -97.9% | +1.3% | -99.2% | -98.1% |
| 6M | -95.0% | +2.8% | -97.8% | -95.8% |
| YTD | -97.2% | +3.3% | -100.4% | -97.6% |
| 1Y | -98.9% | +4.9% | -103.8% | -99.1% |
| All | -99.3% | +7.6% | -107.0% | -99.5% |
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 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