+303.6%
JBL vs SWK
-30.7%
+334.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | +6.3% | -1.4% | +7.7% | +6.9% |
| 30D | -13.5% | +25.5% | -38.9% | -21.6% |
| 3M | -31.3% | +11.8% | -43.1% | -34.9% |
| 6M | -28.4% | +48.7% | -77.1% | -39.8% |
| YTD | +11.6% | +57.2% | -45.6% | -8.8% |
| 1Y | +26.1% | +75.3% | -49.1% | -1.3% |
| 3Y | +97.4% | +51.9% | +45.4% | +56.1% |
| All | +303.6% | -30.7% | +334.3% | +356.5% |
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