+315.6%
WWD vs JAAA
+29.4%
+286.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.1% |
| 7D | -2.6% | +0.1% | -2.7% | -2.8% |
| 30D | -6.9% | +0.5% | -7.5% | -8.2% |
| 3M | -13.0% | +1.3% | -14.3% | -15.9% |
| 6M | -12.5% | +2.8% | -15.2% | -18.5% |
| YTD | +11.8% | +3.3% | +8.6% | +2.9% |
| 1Y | +41.1% | +4.9% | +36.1% | +24.8% |
| 3Y | +163.1% | +19.0% | +144.1% | +87.3% |
| 5Y | +187.6% | +26.9% | +160.7% | +78.6% |
| All | +315.6% | +29.4% | +286.3% | +119.2% |
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 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