+2,089.9%
JCI vs SWK
+1,542.3%
+547.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.6% | -3.9% | -5.4% |
| 7D | -16.9% | +11.3% | -28.2% | -21.1% |
| 30D | -17.2% | +28.1% | -45.3% | -25.9% |
| 3M | -14.2% | +12.6% | -26.8% | -19.2% |
| 6M | -8.7% | +51.7% | -60.4% | -24.3% |
| YTD | +10.7% | +60.0% | -49.2% | -10.9% |
| 1Y | +9.7% | +72.7% | -63.0% | -14.8% |
| 3Y | +166.9% | +46.3% | +120.6% | +111.5% |
| 5Y | +93.1% | -24.6% | +117.8% | +94.3% |
| 10Y | +300.3% | +32.2% | +268.0% | +200.0% |
| All | +2,089.9% | +1,542.3% | +547.6% | +420.1% |
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