+241.1%
WPM vs JAAA
+29.3%
+211.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +7.0% | +0.1% | +6.9% | +6.9% |
| 30D | +15.7% | +0.5% | +15.3% | +14.9% |
| 3M | +35.2% | +1.2% | +34.0% | +32.7% |
| 6M | +6.1% | +2.8% | +3.2% | +1.7% |
| YTD | +32.6% | +3.2% | +29.4% | +26.4% |
| 1Y | +46.9% | +4.8% | +42.1% | +36.9% |
| 3Y | +276.3% | +19.0% | +257.3% | +183.4% |
| 5Y | +260.0% | +26.8% | +233.2% | +135.7% |
| All | +241.1% | +29.3% | +211.8% | +98.3% |
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