-2.2%
WY vs JAAA
+29.3%
-31.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | -10.5% | +0.5% | -10.9% | -11.1% |
| 3M | -4.9% | +1.2% | -6.1% | -6.5% |
| 6M | -4.9% | +2.8% | -7.8% | -8.7% |
| YTD | -1.7% | +3.2% | -4.8% | -6.0% |
| 1Y | -9.4% | +4.8% | -14.2% | -15.4% |
| 3Y | -22.3% | +19.0% | -41.3% | -34.8% |
| 5Y | -20.5% | +26.8% | -47.4% | -37.4% |
| All | -2.2% | +29.3% | -31.4% | -21.1% |
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