+197.2%
WMB vs JAAA
+27.4%
+169.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.1% | +2.1% |
| 7D | +1.6% | +0.1% | +1.5% | +1.4% |
| 30D | -7.1% | +0.4% | -7.5% | -7.8% |
| 3M | -4.0% | +1.2% | -5.2% | -6.0% |
| 6M | -5.7% | +2.3% | -8.1% | -9.7% |
| YTD | +17.2% | +4.0% | +13.2% | +9.1% |
| 1Y | +17.2% | +4.8% | +12.4% | +7.5% |
| 3Y | +121.1% | +18.5% | +102.6% | +74.8% |
| 5Y | +197.2% | +27.5% | +169.7% | +111.6% |
| All | +197.2% | +27.4% | +169.8% | +111.6% |
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