-2.3%
SW vs JBL
+405.9%
-408.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.3% | +0.8% |
| 7D | -5.1% | +3.0% | -8.1% | -5.9% |
| 30D | -4.6% | -8.3% | +3.7% | -2.6% |
| 3M | +9.4% | -16.9% | +26.3% | +14.2% |
| 6M | +3.5% | +21.8% | -18.2% | -3.2% |
| YTD | +22.0% | +36.3% | -14.3% | +10.0% |
| 1Y | +2.2% | +49.5% | -47.3% | -11.0% |
| 3Y | +19.6% | +170.6% | -151.0% | -15.4% |
| All | -2.3% | +405.9% | -408.3% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling