+16.1%
JPM vs SW
+29.5%
-13.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.1% | +0.1% | +3.5% |
| 7D | +3.8% | +12.1% | -8.3% | +1.9% |
| 30D | +6.5% | +6.6% | -0.1% | +5.3% |
| 3M | -1.0% | -6.0% | +5.0% | -0.2% |
| 6M | +15.5% | +21.5% | -5.9% | +10.6% |
| YTD | +11.4% | +20.3% | -8.9% | +3.8% |
| 1Y | +16.1% | +28.1% | -12.1% | +4.7% |
| All | +16.1% | +29.5% | -13.5% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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