+1,271.0%
JPM vs SW
+730.4%
+540.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.7% | -4.1% |
| 7D | -1.8% | +4.7% | -6.5% | -2.1% |
| 30D | +1.8% | +5.0% | -3.2% | +1.5% |
| 3M | -5.6% | -7.3% | +1.7% | -5.3% |
| 6M | +10.1% | +15.0% | -4.9% | +8.9% |
| YTD | +6.7% | +18.5% | -11.8% | +5.3% |
| 1Y | +10.3% | +27.1% | -16.8% | +8.4% |
| 3Y | +151.4% | +49.3% | +102.1% | +144.5% |
| 5Y | +127.3% | -1.6% | +128.9% | +122.3% |
| 10Y | +546.0% | +185.4% | +360.6% | +504.0% |
| All | +1,271.0% | +730.4% | +540.7% | +1,265.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling