+54.9%
SHW vs JAAA
+29.3%
+25.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.3% |
| 7D | -3.2% | +0.2% | -3.4% | -3.4% |
| 30D | -9.5% | +0.5% | -10.1% | -10.1% |
| 3M | +11.5% | +1.3% | +10.2% | +9.9% |
| 6M | -3.5% | +2.7% | -6.2% | -6.3% |
| YTD | +3.7% | +3.2% | +0.5% | +0.2% |
| 1Y | -7.9% | +4.9% | -12.8% | -12.5% |
| 3Y | +24.7% | +19.0% | +5.7% | +12.5% |
| 5Y | +13.6% | +26.8% | -13.2% | +1.4% |
| All | +54.9% | +29.3% | +25.6% | +32.4% |
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 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