+155.3%
JPM vs SW
-2.3%
+157.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.1% |
| 7D | +0.3% | -5.1% | +5.4% | +0.9% |
| 30D | -0.2% | -4.6% | +4.4% | +0.3% |
| 3M | +15.9% | +9.4% | +6.5% | +14.3% |
| 6M | +20.9% | +3.5% | +17.4% | +19.8% |
| YTD | +12.9% | +22.0% | -9.1% | +9.5% |
| 1Y | +20.3% | +2.2% | +18.1% | +18.7% |
| 3Y | +160.9% | +19.6% | +141.3% | +151.9% |
| All | +155.3% | -2.3% | +157.6% | +143.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling