+42.8%
WTW vs JAAA
+26.5%
+16.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.5% |
| 3M | +21.5% | +1.3% | +20.2% | +20.6% |
| 6M | +9.6% | +2.8% | +6.8% | +8.0% |
| YTD | -3.3% | +3.3% | -6.5% | -4.9% |
| 1Y | -6.1% | +4.9% | -11.1% | -8.5% |
| 3Y | +61.8% | +19.0% | +42.9% | +55.6% |
| All | +42.8% | +26.5% | +16.2% | +37.2% |
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