+50.1%
SHW vs JAAA
+29.4%
+20.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.8% | +1.8% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | -10.0% | +0.5% | -10.6% | -10.6% |
| 3M | +2.3% | +1.3% | +1.0% | +0.8% |
| 6M | +0.7% | +2.8% | -2.1% | -2.4% |
| YTD | +0.5% | +3.3% | -2.8% | -3.0% |
| 1Y | -11.5% | +4.9% | -16.4% | -15.9% |
| 3Y | +21.3% | +19.0% | +2.4% | +9.4% |
| 5Y | +12.5% | +26.9% | -14.4% | +0.4% |
| All | +50.1% | +29.4% | +20.7% | +28.2% |
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