-20.9%
WY vs JAAA
+26.5%
-47.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.9% |
| 3M | -8.5% | +1.3% | -9.8% | -10.4% |
| 6M | -3.3% | +2.8% | -6.1% | -7.6% |
| YTD | -4.4% | +3.3% | -7.7% | -9.3% |
| 1Y | -11.5% | +4.9% | -16.4% | -18.2% |
| 3Y | -24.3% | +19.0% | -43.3% | -38.2% |
| All | -20.9% | +26.5% | -47.5% | -38.6% |
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