+19.2%
SW vs UMAC
+197.5%
-178.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.8% | -11.7% | -1.2% |
| 7D | +2.3% | -23.4% | +25.7% | +2.9% |
| 30D | +6.8% | -45.6% | +52.4% | +8.3% |
| 3M | -5.2% | -50.9% | +45.7% | -3.8% |
| 6M | +7.4% | -16.5% | +24.0% | +6.8% |
| YTD | +17.4% | -6.6% | +24.0% | +15.5% |
| 1Y | +27.1% | +10.7% | +16.4% | +24.2% |
| All | +19.2% | +197.5% | -178.3% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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