+36.1%
SW vs JAAA
+30.1%
+6.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +4.7% | +0.2% | +4.5% | +4.4% |
| 30D | +5.0% | +0.4% | +4.6% | +4.2% |
| 3M | -7.3% | +1.2% | -8.5% | -9.3% |
| 6M | +15.0% | +2.3% | +12.7% | +10.5% |
| YTD | +18.5% | +3.9% | +14.7% | +11.0% |
| 1Y | +27.1% | +4.8% | +22.4% | +17.4% |
| 3Y | +49.3% | +18.7% | +30.7% | +31.5% |
| 5Y | -1.6% | +27.4% | -29.0% | -6.3% |
| All | +36.1% | +30.1% | +6.0% | +18.6% |
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