+318.1%
WWD vs JAAA
+29.3%
+288.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | +0.8% | +0.1% | +0.7% | +0.5% |
| 30D | -6.4% | +0.5% | -6.9% | -7.5% |
| 3M | -5.6% | +1.2% | -6.8% | -8.5% |
| 6M | -9.1% | +2.8% | -11.9% | -15.5% |
| YTD | +12.5% | +3.2% | +9.3% | +3.8% |
| 1Y | +41.3% | +4.8% | +36.5% | +25.3% |
| 3Y | +170.2% | +19.0% | +151.3% | +92.6% |
| 5Y | +192.5% | +26.8% | +165.7% | +81.8% |
| All | +318.1% | +29.3% | +288.9% | +121.0% |
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