+41.9%
SHW vs JAAA
+18.5%
+23.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.3% |
| 7D | +1.9% | +0.1% | +1.8% | +1.6% |
| 30D | +8.1% | +0.4% | +7.6% | +6.5% |
| 3M | -2.8% | +1.2% | -4.0% | -6.6% |
| 6M | +15.0% | +2.3% | +12.7% | +6.7% |
| YTD | +9.0% | +4.0% | +5.0% | -4.1% |
| 1Y | +4.5% | +4.8% | -0.3% | -10.3% |
| 3Y | +41.9% | +18.4% | +23.4% | +10.4% |
| All | +41.9% | +18.5% | +23.3% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling