+30.5%
JD vs SWK
+29.6%
+0.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | +13.4% | +11.0% | +2.3% | +8.8% |
| 30D | +7.7% | +30.1% | -22.4% | -2.5% |
| 3M | -11.3% | +14.7% | -25.9% | -16.1% |
| 6M | -5.1% | +44.5% | -49.6% | -18.6% |
| YTD | +5.0% | +59.4% | -54.3% | -14.2% |
| 1Y | -5.6% | +77.5% | -83.2% | -26.3% |
| 3Y | +17.8% | +49.5% | -31.7% | -5.6% |
| 5Y | -57.2% | -24.9% | -32.3% | -56.3% |
| All | +30.5% | +29.6% | +0.9% | +6.7% |
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