+433.3%
WULF vs JAAA
+29.3%
+404.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.7% |
| 7D | -0.6% | +0.1% | -0.6% | -0.7% |
| 30D | -3.6% | +0.4% | -4.1% | -4.4% |
| 3M | -30.4% | +1.2% | -31.6% | -31.9% |
| 6M | +12.5% | +2.7% | +9.8% | +7.5% |
| YTD | +40.5% | +3.2% | +37.3% | +33.6% |
| 1Y | +53.0% | +4.8% | +48.2% | +43.0% |
| 3Y | +796.7% | +19.0% | +777.7% | +904.5% |
| 5Y | -30.9% | +26.8% | -57.7% | -13.2% |
| All | +433.3% | +29.3% | +404.0% | +502.0% |
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