+51.4%
JD vs SW
+196.7%
-145.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.1% | -1.0% | +2.5% |
| 7D | +9.0% | +12.1% | -3.1% | +7.4% |
| 30D | +5.2% | +6.6% | -1.4% | +4.3% |
| 3M | -15.9% | -6.0% | -9.9% | -15.4% |
| 6M | -7.7% | +21.5% | -29.2% | -10.6% |
| YTD | +0.1% | +20.3% | -20.3% | -3.4% |
| 1Y | -9.7% | +28.1% | -37.9% | -13.7% |
| 3Y | +12.9% | +51.6% | -38.7% | +4.7% |
| 5Y | -60.6% | -0.1% | -60.5% | -62.8% |
| 10Y | +28.4% | +189.7% | -161.3% | +10.7% |
| All | +51.4% | +196.7% | -145.2% | +30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling