+521.1%
JPM vs SW
+182.7%
+338.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -0.8% | +2.3% | -3.1% | -1.0% |
| 30D | +1.5% | +6.8% | -5.3% | +0.8% |
| 3M | -5.7% | -5.2% | -0.5% | -5.2% |
| 6M | +7.2% | +7.4% | -0.2% | +6.0% |
| YTD | +5.8% | +17.4% | -11.6% | +3.3% |
| 1Y | +8.8% | +27.1% | -18.3% | +5.3% |
| 3Y | +147.4% | +47.9% | +99.5% | +135.0% |
| 5Y | +125.3% | -2.6% | +127.9% | +116.8% |
| All | +521.1% | +182.7% | +338.4% | +434.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling