+17.5%
SWK vs JAAA
+18.9%
-1.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.4% |
| 7D | -0.4% | +0.2% | -0.6% | -1.6% |
| 30D | -5.7% | +0.5% | -6.3% | -9.0% |
| 3M | +24.1% | +1.3% | +22.8% | +14.2% |
| 6M | +24.7% | +2.7% | +22.0% | +4.9% |
| YTD | +33.9% | +3.2% | +30.8% | +9.1% |
| 1Y | +34.7% | +4.9% | +29.8% | -1.8% |
| All | +17.5% | +18.9% | -1.4% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling