+28.4%
JD vs SWK
+30.0%
-1.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.6% | +5.9% | +4.2% |
| 7D | +11.7% | +11.3% | +0.5% | +7.2% |
| 30D | +8.1% | +28.1% | -20.0% | -1.6% |
| 3M | -12.0% | +12.6% | -24.6% | -16.2% |
| 6M | -3.5% | +51.7% | -55.2% | -18.7% |
| YTD | +3.3% | +60.0% | -56.6% | -15.7% |
| 1Y | -7.4% | +72.7% | -80.1% | -26.9% |
| 3Y | +16.6% | +46.3% | -29.7% | -5.8% |
| 5Y | -57.9% | -24.6% | -33.2% | -57.1% |
| All | +28.4% | +30.0% | -1.7% | +4.8% |
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