+147.8%
SW vs URA
+359.3%
-211.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.1% |
| 7D | -5.1% | +1.1% | -6.2% | -5.3% |
| 30D | -4.6% | +7.4% | -12.0% | -5.7% |
| 3M | +9.4% | -8.4% | +17.8% | +10.6% |
| 6M | +3.5% | -12.7% | +16.2% | +5.1% |
| YTD | +22.0% | +7.8% | +14.2% | +19.3% |
| 1Y | +2.2% | +19.5% | -17.2% | -2.6% |
| 3Y | +19.6% | +116.4% | -96.8% | +2.2% |
| 5Y | -2.3% | +134.3% | -136.6% | -19.8% |
| All | +147.8% | +359.3% | -211.5% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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