+12.2%
SHW vs JD
-58.0%
+70.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.5% |
| 7D | +3.5% | +13.4% | -9.9% | +2.4% |
| 30D | +9.2% | +7.7% | +1.5% | +8.6% |
| 3M | -5.1% | -11.3% | +6.2% | -4.3% |
| 6M | +6.8% | -5.1% | +12.0% | +7.1% |
| YTD | +7.0% | +5.0% | +1.9% | +6.2% |
| 1Y | +4.1% | -5.6% | +9.7% | +4.2% |
| 3Y | +41.1% | +17.8% | +23.3% | +36.3% |
| All | +12.2% | -58.0% | +70.2% | +15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling