+140.1%
WMT vs JAAA
+29.3%
+110.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | -5.8% | +0.5% | -6.3% | -6.2% |
| 3M | -10.8% | +1.2% | -12.0% | -11.7% |
| 6M | -14.3% | +2.7% | -17.1% | -16.2% |
| YTD | -4.4% | +3.2% | -7.6% | -6.9% |
| 1Y | +4.3% | +4.8% | -0.5% | +0.3% |
| 3Y | +100.1% | +19.0% | +81.1% | +83.1% |
| 5Y | +130.8% | +26.8% | +104.1% | +106.7% |
| All | +140.1% | +29.3% | +110.8% | +103.8% |
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