-31.0%
JWEL vs SPY
+77.0%
-108.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.9% | +4.6% | +5.1% |
| 7D | -1.8% | -0.8% | -1.0% | -1.5% |
| 30D | -26.8% | -1.1% | -25.7% | -26.5% |
| 3M | -8.6% | +3.9% | -12.4% | -10.2% |
| 6M | -8.9% | +13.6% | -22.5% | -14.3% |
| YTD | -2.6% | +12.7% | -15.3% | -7.9% |
| 1Y | +25.1% | +17.5% | +7.6% | +16.3% |
| 3Y | -31.0% | +76.9% | -107.9% | -45.9% |
| All | -31.0% | +77.0% | -108.0% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 3y: compounded portfolio wealth divided by compounded SPY 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…
3y analysis · Full analysis span regression · 6 months rolling