+385.1%
WSM vs JAAA
+29.3%
+355.9%
-51.9%
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 | +2.6% | +0.1% | +2.5% | +2.4% |
| 30D | -9.5% | +0.5% | -10.0% | -10.4% |
| 3M | +12.9% | +1.2% | +11.7% | +10.1% |
| 6M | +23.0% | +2.8% | +20.2% | +16.0% |
| YTD | +28.9% | +3.2% | +25.7% | +20.8% |
| 1Y | +13.7% | +4.8% | +8.8% | +3.3% |
| 3Y | +232.6% | +19.0% | +213.6% | +177.0% |
| 5Y | +185.9% | +26.8% | +159.0% | +130.1% |
| All | +385.1% | +29.3% | +355.9% | +309.9% |
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