+183.3%
SW vs JBL
+1,188.5%
-1,005.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.6% | -5.4% | -0.9% |
| 7D | +1.8% | -5.2% | +7.0% | +2.7% |
| 30D | +7.0% | -17.5% | +24.6% | +10.7% |
| 3M | -7.6% | -26.0% | +18.3% | -2.8% |
| 6M | +8.5% | -28.9% | +37.4% | +14.7% |
| YTD | +17.7% | +10.8% | +6.8% | +13.1% |
| 1Y | +27.1% | +18.3% | +8.7% | +20.4% |
| 3Y | +48.2% | +102.2% | -54.0% | +23.7% |
| 5Y | -2.3% | +303.2% | -305.6% | -28.6% |
| 10Y | +183.3% | +1,152.0% | -968.7% | +75.0% |
| All | +183.3% | +1,188.5% | -1,005.1% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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