+51.2%
JD vs SW
+190.5%
-139.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.4% | -1.6% |
| 7D | -0.8% | -2.6% | +1.8% | -0.5% |
| 30D | -16.0% | -7.5% | -8.6% | -15.3% |
| 3M | -3.2% | +10.3% | -13.5% | -4.9% |
| 6M | +6.1% | +5.4% | +0.6% | +4.6% |
| YTD | -0.1% | +17.9% | -18.0% | -3.2% |
| 1Y | -12.7% | -2.4% | -10.3% | -13.6% |
| 3Y | -6.3% | +28.7% | -35.0% | -11.4% |
| 5Y | -61.3% | -5.7% | -55.7% | -63.4% |
| 10Y | +17.6% | +139.3% | -121.7% | +2.0% |
| All | +51.2% | +190.5% | -139.4% | +30.6% |
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