+21.5%
SW vs URA
-40.7%
+62.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.1% | +5.1% | +4.4% |
| 7D | +12.1% | -10.5% | +22.6% | +15.6% |
| 30D | +6.6% | -18.6% | +25.2% | +13.4% |
| 3M | -6.0% | -23.0% | +17.0% | +1.3% |
| 6M | +21.5% | -40.3% | +61.8% | +47.0% |
| All | +21.5% | -40.7% | +62.2% | +47.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling