-27.0%
WST vs JAAA
+26.4%
-53.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | -4.6% | +0.5% | -5.1% | -5.1% |
| 3M | +5.7% | +1.2% | +4.5% | +4.1% |
| 6M | +37.6% | +2.8% | +34.7% | +32.9% |
| YTD | +23.0% | +3.2% | +19.9% | +18.3% |
| 1Y | +33.8% | +4.8% | +29.0% | +26.1% |
| 3Y | -13.4% | +19.0% | -32.3% | -28.6% |
| 5Y | -27.0% | +26.8% | -53.8% | -43.6% |
| All | -27.0% | +26.4% | -53.4% | -43.6% |
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