+10.5%
SHW vs JAAA
+26.8%
-16.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -4.5% | +0.1% | -4.5% | -4.6% |
| 30D | -12.7% | +0.4% | -13.1% | -13.2% |
| 3M | +4.7% | +1.2% | +3.5% | +3.2% |
| 6M | -3.4% | +2.7% | -6.1% | -6.5% |
| YTD | -1.3% | +3.2% | -4.5% | -5.0% |
| 1Y | -10.4% | +4.8% | -15.2% | -15.1% |
| 3Y | +20.1% | +19.0% | +1.1% | +7.4% |
| 5Y | +10.5% | +26.8% | -16.3% | +0.7% |
| All | +10.5% | +26.8% | -16.3% | +0.7% |
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