+2.9%
SHW vs JD
-10.8%
+13.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.1% |
| 7D | +0.7% | -4.0% | +4.7% | +1.1% |
| 30D | +8.4% | +2.7% | +5.8% | +7.8% |
| 3M | -2.2% | -13.0% | +10.8% | -1.1% |
| 6M | +13.3% | -12.7% | +26.0% | +15.3% |
| YTD | +9.2% | -0.8% | +10.0% | +8.3% |
| 1Y | +2.9% | -8.9% | +11.8% | +4.6% |
| All | +2.9% | -10.8% | +13.7% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling