+1,350.4%
JPM vs SW
+755.0%
+595.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | +0.3% | -5.1% | +5.4% | +0.6% |
| 30D | -0.2% | -4.6% | +4.4% | +0.1% |
| 3M | +15.9% | +9.4% | +6.5% | +15.1% |
| 6M | +20.9% | +3.5% | +17.4% | +20.4% |
| YTD | +12.9% | +22.0% | -9.1% | +11.2% |
| 1Y | +20.3% | +2.2% | +18.1% | +19.5% |
| 3Y | +160.9% | +19.6% | +141.3% | +156.1% |
| 5Y | +154.8% | -2.3% | +157.2% | +149.2% |
| 10Y | +591.1% | +181.4% | +409.7% | +545.4% |
| All | +1,350.4% | +755.0% | +595.4% | +1,342.3% |
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