+185.4%
SW vs JBL
+1,112.8%
-927.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.6% | +7.1% | +0.2% |
| 7D | +4.7% | -17.9% | +22.5% | +8.6% |
| 30D | +5.0% | -23.6% | +28.6% | +10.3% |
| 3M | -7.3% | -30.2% | +22.9% | -1.3% |
| 6M | +15.0% | -29.9% | +44.9% | +21.8% |
| YTD | +18.5% | +3.7% | +14.8% | +15.5% |
| 1Y | +27.1% | +8.5% | +18.7% | +22.6% |
| 3Y | +49.3% | +85.1% | -35.8% | +26.8% |
| 5Y | -1.6% | +267.8% | -269.4% | -26.9% |
| All | +185.4% | +1,112.8% | -927.4% | +78.3% |
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