+284.1%
SHW vs JD
+14.7%
+269.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -1.4% |
| 7D | -3.2% | -3.0% | -0.2% | -2.9% |
| 30D | -11.4% | -19.3% | +7.9% | -9.2% |
| 3M | +3.5% | -6.0% | +9.5% | +4.1% |
| 6M | -3.4% | +1.8% | -5.1% | -3.8% |
| YTD | -0.3% | -2.6% | +2.2% | -0.4% |
| 1Y | -10.4% | -17.4% | +7.0% | -9.0% |
| 3Y | +21.3% | -8.6% | +29.9% | +18.6% |
| 5Y | +12.9% | -61.6% | +74.5% | +18.8% |
| 10Y | +284.1% | +16.9% | +267.2% | +224.0% |
| All | +284.1% | +14.7% | +269.4% | +224.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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