+60.1%
WTW vs JAAA
+29.4%
+30.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | -5.7% | +0.1% | -5.8% | -5.8% |
| 30D | -7.3% | +0.5% | -7.8% | -7.6% |
| 3M | +21.5% | +1.3% | +20.2% | +20.5% |
| 6M | +9.6% | +2.8% | +6.8% | +7.7% |
| YTD | -3.3% | +3.3% | -6.5% | -5.3% |
| 1Y | -6.1% | +4.9% | -11.1% | -9.0% |
| 3Y | +61.8% | +19.0% | +42.9% | +51.1% |
| 5Y | +42.7% | +26.9% | +15.8% | +30.7% |
| All | +60.1% | +29.4% | +30.8% | +29.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling