+400.7%
JBL vs SWK
-38.7%
+439.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.2% |
| 7D | +3.0% | -0.4% | +3.5% | +3.2% |
| 30D | -8.3% | -5.7% | -2.5% | -6.1% |
| 3M | -16.9% | +24.1% | -41.0% | -24.2% |
| 6M | +21.8% | +24.7% | -2.9% | +10.6% |
| YTD | +36.3% | +33.9% | +2.4% | +20.0% |
| 1Y | +49.5% | +34.7% | +14.8% | +30.6% |
| 3Y | +170.6% | +15.3% | +155.4% | +141.0% |
| All | +400.7% | -38.7% | +439.4% | +460.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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