+258.0%
WPM vs JAAA
+18.9%
+239.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | -3.6% | +0.1% | -3.7% | -3.7% |
| 30D | +12.5% | +0.4% | +12.0% | +12.0% |
| 3M | +40.6% | +1.2% | +39.4% | +39.0% |
| 6M | +0.5% | +2.7% | -2.1% | -1.7% |
| YTD | +29.0% | +3.2% | +25.9% | +25.9% |
| 1Y | +43.8% | +4.8% | +39.0% | +39.2% |
| All | +258.0% | +18.9% | +239.1% | +223.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling