-1.6%
SW vs URI
+178.2%
-179.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.1% | +5.6% | +0.7% |
| 7D | +4.7% | -12.9% | +17.6% | +9.1% |
| 30D | +5.0% | -3.4% | +8.4% | +5.9% |
| 3M | -7.3% | -10.0% | +2.7% | -4.7% |
| 6M | +15.0% | +12.2% | +2.8% | +9.9% |
| YTD | +18.5% | +29.8% | -11.2% | +6.6% |
| 1Y | +27.1% | +24.6% | +2.5% | +15.8% |
| 3Y | +49.3% | +137.6% | -88.3% | +11.8% |
| 5Y | -1.6% | +176.6% | -178.3% | -35.4% |
| All | -1.6% | +178.2% | -179.8% | -35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling