+159.5%
WWD vs JAAA
+18.9%
+140.6%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.4% | -1.4% |
| 7D | -2.9% | +0.1% | -2.9% | -3.2% |
| 30D | -6.6% | +0.4% | -7.0% | -8.4% |
| 3M | -9.3% | +1.2% | -10.5% | -14.2% |
| 6M | -13.6% | +2.7% | -16.3% | -23.5% |
| YTD | +10.4% | +3.2% | +7.2% | -4.4% |
| 1Y | +39.9% | +4.8% | +35.1% | +13.0% |
| All | +159.5% | +18.9% | +140.6% | +143.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling