-50.7%
WU vs JAAA
+29.4%
-80.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | -3.5% | +0.1% | -3.6% | -3.6% |
| 30D | -2.9% | +0.5% | -3.5% | -3.7% |
| 3M | -2.3% | +1.3% | -3.5% | -4.1% |
| 6M | -25.4% | +2.8% | -28.2% | -28.4% |
| YTD | -21.2% | +3.3% | -24.5% | -24.9% |
| 1Y | -8.9% | +4.9% | -13.8% | -15.2% |
| 3Y | -29.0% | +19.0% | -47.9% | -42.0% |
| 5Y | -50.7% | +26.9% | -77.6% | -62.6% |
| All | -50.7% | +29.4% | -80.1% | -65.7% |
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