-61.3%
JD vs SWK
-38.7%
-22.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.6% |
| 7D | -1.7% | -0.4% | -1.2% | -1.5% |
| 30D | -13.2% | -5.7% | -7.4% | -11.5% |
| 3M | -3.2% | +24.1% | -27.3% | -10.9% |
| 6M | +15.2% | +24.7% | -9.5% | +5.0% |
| YTD | +2.0% | +33.9% | -32.0% | -10.0% |
| 1Y | -5.4% | +34.7% | -40.1% | -17.1% |
| 3Y | -9.1% | +15.3% | -24.4% | -18.5% |
| All | -61.3% | -38.7% | -22.5% | -57.0% |
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