-2.6%
SW vs UUUU
-36.6%
+34.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.0% |
| 7D | +2.3% | -13.6% | +15.9% | +3.4% |
| 30D | +6.8% | -35.1% | +41.9% | +10.2% |
| 3M | -5.2% | -48.4% | +43.2% | -0.6% |
| 6M | +7.4% | -71.7% | +79.1% | +17.1% |
| YTD | +17.4% | -54.2% | +71.6% | +22.1% |
| 1Y | +27.1% | -56.0% | +83.0% | +32.2% |
| 3Y | +47.9% | -13.1% | +60.9% | +38.5% |
| All | -2.6% | -36.6% | +34.0% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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