+460.3%
SHW vs JD
+48.3%
+412.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.4% | +0.2% |
| 7D | -3.2% | -1.7% | -1.6% | -3.1% |
| 30D | -9.5% | -13.2% | +3.6% | -8.2% |
| 3M | +11.5% | -3.2% | +14.6% | +11.7% |
| 6M | -3.5% | +15.2% | -18.8% | -5.3% |
| YTD | +3.7% | +2.0% | +1.7% | +3.1% |
| 1Y | -7.9% | -5.4% | -2.5% | -7.9% |
| 3Y | +24.7% | -9.1% | +33.8% | +22.2% |
| 5Y | +13.6% | -59.6% | +73.2% | +18.0% |
| 10Y | +283.0% | +26.2% | +256.7% | +226.7% |
| All | +460.3% | +48.3% | +412.0% | +374.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling