-9.7%
JD vs SWK
+87.6%
-97.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +13.1% | -10.1% | +2.0% |
| 7D | +9.0% | +17.9% | -8.9% | +7.5% |
| 30D | +5.2% | +31.9% | -26.7% | +3.1% |
| 3M | -15.9% | +16.6% | -32.5% | -16.9% |
| 6M | -7.7% | +61.1% | -68.8% | -11.8% |
| YTD | +0.1% | +64.2% | -64.1% | -6.1% |
| 1Y | -9.7% | +85.2% | -95.0% | -18.1% |
| All | -9.7% | +87.6% | -97.4% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 1y: compounded portfolio wealth divided by compounded SWK 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…
1y analysis · Full analysis span regression · 6 months rolling