+41,936.4%
JBL vs SWK
+929.4%
+41,007.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.0% |
| 7D | +3.0% | -0.4% | +3.5% | +3.2% |
| 30D | -8.3% | -5.7% | -2.5% | -5.3% |
| 3M | -16.9% | +24.1% | -41.0% | -27.1% |
| 6M | +21.8% | +24.7% | -2.9% | +6.4% |
| YTD | +36.3% | +33.9% | +2.4% | +13.6% |
| 1Y | +49.5% | +34.7% | +14.8% | +23.0% |
| 3Y | +170.6% | +15.3% | +155.4% | +127.7% |
| 5Y | +408.4% | -39.3% | +447.7% | +485.8% |
| 10Y | +1,450.4% | +2.5% | +1,447.9% | +1,130.6% |
| All | +41,936.4% | +929.4% | +41,007.0% | +9,854.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling