+60.0%
WTW vs JAAA
+29.3%
+30.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.6% |
| 7D | -7.8% | +0.1% | -7.9% | -7.8% |
| 30D | -7.9% | +0.4% | -8.3% | -8.1% |
| 3M | +19.9% | +1.2% | +18.7% | +19.0% |
| 6M | +9.8% | +2.7% | +7.1% | +7.9% |
| YTD | -3.3% | +3.2% | -6.5% | -5.3% |
| 1Y | -3.3% | +4.8% | -8.1% | -6.2% |
| 3Y | +61.5% | +19.0% | +42.6% | +50.9% |
| 5Y | +42.6% | +26.8% | +15.8% | +30.7% |
| All | +60.0% | +29.3% | +30.8% | +29.3% |
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