+38.2%
SW vs JAAA
+30.1%
+8.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.1% | +4.1% |
| 7D | +12.1% | +0.2% | +11.9% | +11.8% |
| 30D | +6.6% | +0.4% | +6.1% | +5.7% |
| 3M | -6.0% | +1.2% | -7.2% | -8.0% |
| 6M | +21.5% | +2.3% | +19.1% | +16.6% |
| YTD | +20.3% | +3.9% | +16.5% | +12.7% |
| 1Y | +28.1% | +4.8% | +23.3% | +18.3% |
| 3Y | +51.6% | +18.7% | +32.9% | +33.5% |
| 5Y | -0.1% | +27.4% | -27.6% | -4.9% |
| All | +38.2% | +30.1% | +8.1% | +20.4% |
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