+591.6%
JPM vs SW
+147.8%
+443.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.1% |
| 7D | +0.3% | -5.1% | +5.4% | +0.8% |
| 30D | -0.2% | -4.6% | +4.4% | +0.3% |
| 3M | +15.9% | +9.4% | +6.5% | +14.5% |
| 6M | +20.9% | +3.5% | +17.4% | +20.0% |
| YTD | +12.9% | +22.0% | -9.1% | +9.9% |
| 1Y | +20.3% | +2.2% | +18.1% | +18.9% |
| 3Y | +160.9% | +19.6% | +141.3% | +152.1% |
| 5Y | +154.8% | -2.3% | +157.2% | +145.1% |
| All | +591.6% | +147.8% | +443.8% | +495.4% |
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