+183.8%
WWD vs JAAA
+26.8%
+157.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.4% | -1.4% |
| 7D | -2.9% | +0.1% | -2.9% | -3.0% |
| 30D | -6.6% | +0.4% | -7.0% | -7.6% |
| 3M | -9.3% | +1.2% | -10.5% | -12.0% |
| 6M | -13.6% | +2.7% | -16.3% | -19.0% |
| YTD | +10.4% | +3.2% | +7.2% | +2.3% |
| 1Y | +39.9% | +4.8% | +35.1% | +24.9% |
| 3Y | +165.0% | +19.0% | +146.1% | +97.9% |
| 5Y | +183.8% | +26.8% | +157.0% | +81.9% |
| All | +183.8% | +26.8% | +157.0% | +81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling