+555.5%
SW vs URA
-31.1%
+586.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | -5.1% | +1.1% | -6.2% | -5.2% |
| 30D | -4.6% | +7.4% | -12.0% | -5.5% |
| 3M | +9.4% | -8.4% | +17.8% | +10.4% |
| 6M | +3.5% | -12.7% | +16.2% | +4.9% |
| YTD | +22.0% | +7.8% | +14.2% | +19.8% |
| 1Y | +2.2% | +19.5% | -17.2% | -1.6% |
| 3Y | +19.6% | +116.4% | -96.8% | +5.5% |
| 5Y | -2.3% | +134.3% | -136.6% | -16.4% |
| 10Y | +181.4% | +359.3% | -177.9% | +114.6% |
| All | +555.5% | -31.1% | +586.6% | +471.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling