-0.1%
SW vs URA
+32.3%
-32.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.1% | +5.1% | +4.3% |
| 7D | +12.1% | -10.5% | +22.6% | +14.3% |
| 30D | +6.6% | -18.6% | +25.2% | +10.5% |
| 3M | -6.0% | -23.0% | +17.0% | -1.7% |
| 6M | +21.5% | -40.3% | +61.8% | +32.5% |
| YTD | +20.3% | -23.5% | +43.8% | +24.4% |
| 1Y | +28.1% | -31.1% | +59.3% | +34.6% |
| 3Y | +51.6% | +38.3% | +13.3% | +35.2% |
| 5Y | -0.1% | +34.6% | -34.7% | -15.9% |
| All | -0.1% | +32.3% | -32.4% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling