+179.3%
WSM vs JAAA
+26.5%
+152.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +0.9% |
| 7D | -0.5% | +0.1% | -0.6% | -0.7% |
| 30D | -7.7% | +0.5% | -8.2% | -9.0% |
| 3M | +3.8% | +1.3% | +2.5% | +0.4% |
| 6M | +22.7% | +2.8% | +19.9% | +14.1% |
| YTD | +28.0% | +3.3% | +24.7% | +17.8% |
| 1Y | +12.7% | +4.9% | +7.8% | -0.3% |
| 3Y | +231.3% | +19.0% | +212.3% | +152.5% |
| All | +179.3% | +26.5% | +152.8% | +97.7% |
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