+21.5%
JD vs SW
+147.8%
-126.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.7% |
| 7D | -1.7% | -5.1% | +3.4% | -1.0% |
| 30D | -13.2% | -4.6% | -8.6% | -12.7% |
| 3M | -3.2% | +9.4% | -12.6% | -4.8% |
| 6M | +15.2% | +3.5% | +11.7% | +13.8% |
| YTD | +2.0% | +22.0% | -20.1% | -1.8% |
| 1Y | -5.4% | +2.2% | -7.6% | -6.9% |
| 3Y | -9.1% | +19.6% | -28.7% | -13.7% |
| 5Y | -59.6% | -2.3% | -57.3% | -62.0% |
| All | +21.5% | +147.8% | -126.3% | +8.8% |
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