+32.1%
SW vs JAAA
+30.2%
+1.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -3.0% | +0.1% | -3.1% | -3.2% |
| 30D | +4.2% | +0.4% | +3.8% | +3.4% |
| 3M | -11.5% | +1.2% | -12.7% | -13.4% |
| 6M | +8.6% | +2.3% | +6.3% | +4.4% |
| YTD | +15.0% | +4.0% | +11.0% | +7.5% |
| 1Y | +25.7% | +4.8% | +20.9% | +16.0% |
| 3Y | +44.8% | +18.5% | +26.3% | +27.2% |
| 5Y | -1.7% | +27.5% | -29.2% | -6.4% |
| All | +32.1% | +30.2% | +1.8% | +14.9% |
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