-25.3%
SWK vs JAAA
+27.4%
-52.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.5% |
| 7D | +11.0% | +0.2% | +10.9% | +10.5% |
| 30D | +30.1% | +0.4% | +29.6% | +28.3% |
| 3M | +14.7% | +1.2% | +13.5% | +10.3% |
| 6M | +44.5% | +2.3% | +42.2% | +34.1% |
| YTD | +59.4% | +3.9% | +55.5% | +41.0% |
| 1Y | +77.5% | +4.8% | +72.7% | +52.7% |
| 3Y | +49.5% | +18.5% | +30.9% | +2.6% |
| All | -25.3% | +27.4% | -52.7% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling