+28.4%
JD vs SW
+185.4%
-157.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.5% | +4.8% | +3.5% |
| 7D | +11.7% | +4.7% | +7.1% | +11.0% |
| 30D | +8.1% | +5.0% | +3.1% | +7.3% |
| 3M | -12.0% | -7.3% | -4.7% | -11.2% |
| 6M | -3.5% | +15.0% | -18.5% | -6.1% |
| YTD | +3.3% | +18.5% | -15.2% | -0.4% |
| 1Y | -7.4% | +27.1% | -34.6% | -11.8% |
| 3Y | +16.6% | +49.3% | -32.7% | +7.4% |
| 5Y | -57.9% | -1.6% | -56.2% | -60.4% |
| All | +28.4% | +185.4% | -157.0% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling