+62.1%
WM vs JAAA
+27.5%
+34.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | +15.2% | +0.4% | +14.8% | +15.2% |
| 3M | +8.3% | +1.2% | +7.1% | +8.4% |
| 6M | +13.1% | +2.3% | +10.9% | +13.2% |
| YTD | +12.5% | +4.0% | +8.6% | +12.6% |
| 1Y | +21.8% | +4.8% | +17.0% | +21.8% |
| 3Y | +48.8% | +18.5% | +30.3% | +52.4% |
| All | +62.1% | +27.5% | +34.6% | +71.5% |
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