+22.2%
WST vs JAAA
+29.3%
-7.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +0.4% | +0.1% | +0.4% | +0.4% |
| 30D | -2.0% | +0.4% | -2.5% | -2.5% |
| 3M | +4.1% | +1.2% | +2.9% | +2.8% |
| 6M | +47.4% | +2.7% | +44.8% | +43.6% |
| YTD | +25.4% | +3.2% | +22.2% | +21.5% |
| 1Y | +35.3% | +4.8% | +30.5% | +28.9% |
| 3Y | -11.7% | +19.0% | -30.7% | -24.0% |
| 5Y | -24.0% | +26.8% | -50.8% | -39.8% |
| All | +22.2% | +29.3% | -7.1% | -2.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling