+238.9%
WPM vs JAAA
+29.4%
+209.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.0% |
| 7D | -0.6% | +0.1% | -0.6% | -0.7% |
| 30D | +14.4% | +0.5% | +13.9% | +13.5% |
| 3M | +37.0% | +1.3% | +35.7% | +34.3% |
| 6M | +4.1% | +2.8% | +1.3% | -0.2% |
| YTD | +31.7% | +3.3% | +28.5% | +25.5% |
| 1Y | +44.2% | +4.9% | +39.2% | +34.1% |
| 3Y | +265.5% | +19.0% | +246.5% | +175.3% |
| 5Y | +262.5% | +26.9% | +235.6% | +137.4% |
| All | +238.9% | +29.4% | +209.5% | +96.8% |
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 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