-60.6%
JD vs SW
-0.1%
-60.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.1% | -1.0% | +2.3% |
| 7D | +9.0% | +12.1% | -3.1% | +6.7% |
| 30D | +5.2% | +6.6% | -1.4% | +3.9% |
| 3M | -15.9% | -6.0% | -9.9% | -15.1% |
| 6M | -7.7% | +21.5% | -29.2% | -12.0% |
| YTD | +0.1% | +20.3% | -20.3% | -5.3% |
| 1Y | -9.7% | +28.1% | -37.9% | -15.8% |
| 3Y | +12.9% | +51.6% | -38.7% | -0.7% |
| 5Y | -60.6% | -0.1% | -60.5% | -64.8% |
| All | -60.6% | -0.1% | -60.5% | -64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling