+21.5%
JD vs SWK
+2.4%
+19.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.5% |
| 7D | -1.7% | -0.4% | -1.2% | -1.5% |
| 30D | -13.2% | -5.7% | -7.4% | -11.4% |
| 3M | -3.2% | +24.1% | -27.3% | -11.6% |
| 6M | +15.2% | +24.7% | -9.5% | +4.1% |
| YTD | +2.0% | +33.9% | -32.0% | -10.8% |
| 1Y | -5.4% | +34.7% | -40.1% | -17.9% |
| 3Y | -9.1% | +15.3% | -24.4% | -19.4% |
| 5Y | -59.6% | -39.3% | -20.3% | -55.3% |
| All | +21.5% | +2.4% | +19.1% | +4.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling