+30.9%
SW vs JAAA
+30.3%
+0.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -1.0% |
| 7D | -2.9% | +0.1% | -3.0% | -3.1% |
| 30D | +5.0% | +0.4% | +4.6% | +4.2% |
| 3M | -13.7% | +1.2% | -14.9% | -15.5% |
| 6M | +8.0% | +2.3% | +5.7% | +3.8% |
| YTD | +14.0% | +4.0% | +10.0% | +6.5% |
| 1Y | +25.6% | +4.8% | +20.8% | +15.9% |
| 3Y | +40.1% | +18.4% | +21.7% | +23.0% |
| 5Y | -2.6% | +27.5% | -30.1% | -7.3% |
| All | +30.9% | +30.3% | +0.6% | +13.8% |
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