+49.3%
SW vs URA
+30.2%
+19.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.3% | +3.8% | -0.4% |
| 7D | +4.7% | -13.3% | +17.9% | +7.7% |
| 30D | +5.0% | -25.9% | +30.9% | +11.6% |
| 3M | -7.3% | -27.8% | +20.4% | -1.2% |
| 6M | +15.0% | -42.8% | +57.8% | +28.1% |
| YTD | +18.5% | -27.5% | +46.0% | +24.0% |
| 1Y | +27.1% | -35.1% | +62.3% | +35.8% |
| All | +49.3% | +30.2% | +19.0% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling