-62.2%
JD vs SWK
-26.0%
-36.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | +0.4% | -2.3% | +2.7% | +1.1% |
| 30D | +4.2% | +30.4% | -26.2% | -4.8% |
| 3M | -12.8% | +12.1% | -24.9% | -16.4% |
| 6M | -8.8% | +49.1% | -57.9% | -21.4% |
| YTD | +0.5% | +60.4% | -60.0% | -16.7% |
| 1Y | -8.8% | +78.3% | -87.1% | -27.5% |
| 3Y | +18.6% | +53.3% | -34.7% | -4.3% |
| 5Y | -62.2% | -27.0% | -35.3% | -61.6% |
| All | -62.2% | -26.0% | -36.2% | -61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling