+35.1%
SW vs JAAA
+30.2%
+5.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +1.8% | +0.1% | +1.8% | +1.7% |
| 30D | +7.0% | +0.4% | +6.6% | +6.3% |
| 3M | -7.6% | +1.1% | -8.8% | -9.5% |
| 6M | +8.5% | +2.3% | +6.3% | +4.4% |
| YTD | +17.7% | +3.9% | +13.8% | +10.2% |
| 1Y | +27.1% | +4.8% | +22.3% | +17.3% |
| 3Y | +48.2% | +18.4% | +29.8% | +30.3% |
| 5Y | -2.3% | +27.4% | -29.8% | -6.9% |
| All | +35.1% | +30.2% | +5.0% | +17.7% |
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 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