-7.4%
JD vs SWK
+82.9%
-90.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.6% | +5.9% | +3.5% |
| 7D | +11.7% | +11.3% | +0.5% | +10.7% |
| 30D | +8.1% | +28.1% | -20.0% | +6.1% |
| 3M | -12.0% | +12.6% | -24.6% | -12.9% |
| 6M | -3.5% | +51.7% | -55.2% | -7.1% |
| YTD | +3.3% | +60.0% | -56.6% | -2.9% |
| 1Y | -7.4% | +72.7% | -80.1% | -14.8% |
| All | -7.4% | +82.9% | -90.4% | -14.8% |
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 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