+19.6%
SW vs URI
+113.1%
-93.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.7% |
| 7D | -5.1% | -2.0% | -3.1% | -4.4% |
| 30D | -4.6% | -12.9% | +8.4% | +0.3% |
| 3M | +9.4% | -6.7% | +16.1% | +11.7% |
| 6M | +3.5% | +19.0% | -15.5% | -4.5% |
| YTD | +22.0% | +25.5% | -3.5% | +9.2% |
| 1Y | +2.2% | +5.5% | -3.3% | -2.4% |
| All | +19.6% | +113.1% | -93.5% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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