-4.9%
WY vs JAAA
+29.4%
-34.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | -4.2% | +0.1% | -4.2% | -4.3% |
| 30D | -10.1% | +0.5% | -10.6% | -10.8% |
| 3M | -8.5% | +1.3% | -9.8% | -10.2% |
| 6M | -3.3% | +2.8% | -6.1% | -7.1% |
| YTD | -4.4% | +3.3% | -7.7% | -8.7% |
| 1Y | -11.5% | +4.9% | -16.4% | -17.4% |
| 3Y | -24.3% | +19.0% | -43.3% | -36.6% |
| 5Y | -21.3% | +26.9% | -48.2% | -38.1% |
| All | -4.9% | +29.4% | -34.3% | -23.4% |
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 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