+340.0%
WFC vs JAAA
+30.3%
+309.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.2% |
| 7D | +2.5% | +0.1% | +2.4% | +2.3% |
| 30D | +7.0% | +0.4% | +6.6% | +5.9% |
| 3M | -1.8% | +1.2% | -3.0% | -4.6% |
| 6M | +18.4% | +2.3% | +16.1% | +12.0% |
| YTD | -5.6% | +4.0% | -9.6% | -14.0% |
| 1Y | +3.9% | +4.8% | -0.9% | -7.1% |
| 3Y | +126.3% | +18.4% | +107.9% | +73.5% |
| 5Y | +91.1% | +27.5% | +63.6% | +36.0% |
| All | +340.0% | +30.3% | +309.7% | +185.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling