-1.6%
SW vs UUUU
-35.4%
+33.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.2% | +6.7% | -0.9% |
| 7D | +4.7% | -19.9% | +24.6% | +6.4% |
| 30D | +5.0% | -41.5% | +46.5% | +9.2% |
| 3M | -7.3% | -47.0% | +39.7% | -3.0% |
| 6M | +15.0% | -68.7% | +83.7% | +24.5% |
| YTD | +18.5% | -54.7% | +73.2% | +23.4% |
| 1Y | +27.1% | -59.3% | +86.5% | +33.0% |
| 3Y | +49.3% | -17.0% | +66.3% | +40.3% |
| 5Y | -1.6% | -35.9% | +34.3% | -11.9% |
| All | -1.6% | -35.4% | +33.8% | -11.9% |
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