+20.7%
WST vs JAAA
+29.3%
-8.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | +0.7% | +0.2% | +0.6% | +0.6% |
| 30D | -3.1% | +0.5% | -3.7% | -3.7% |
| 3M | +7.2% | +1.3% | +5.9% | +5.8% |
| 6M | +36.8% | +2.7% | +34.2% | +33.2% |
| YTD | +23.8% | +3.2% | +20.7% | +20.0% |
| 1Y | +37.8% | +4.9% | +32.8% | +31.2% |
| 3Y | -15.9% | +19.0% | -34.9% | -27.6% |
| 5Y | -25.8% | +26.8% | -52.6% | -41.2% |
| All | +20.7% | +29.3% | -8.6% | -4.1% |
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