+147.8%
SW vs UL
+65.6%
+82.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.3% | +1.3% |
| 7D | -5.1% | -1.3% | -3.8% | -4.9% |
| 30D | -4.6% | +0.5% | -5.1% | -4.7% |
| 3M | +9.4% | +17.6% | -8.2% | +6.6% |
| 6M | +3.5% | -5.4% | +8.9% | +4.2% |
| YTD | +22.0% | +0.7% | +21.3% | +21.8% |
| 1Y | +2.2% | -9.3% | +11.5% | +3.4% |
| 3Y | +19.6% | +24.5% | -4.9% | +15.1% |
| 5Y | -2.3% | +23.2% | -25.5% | -6.9% |
| All | +147.8% | +65.6% | +82.1% | +122.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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