+182.7%
SW vs WU
-36.0%
+218.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.5% |
| 7D | +2.3% | +11.7% | -9.4% | -0.1% |
| 30D | +6.8% | +12.6% | -5.8% | +4.0% |
| 3M | -5.2% | -0.5% | -4.7% | -5.3% |
| 6M | +7.4% | -18.2% | +25.6% | +11.1% |
| YTD | +17.4% | -19.0% | +36.4% | +21.5% |
| 1Y | +27.1% | -16.7% | +43.8% | +30.8% |
| 3Y | +47.9% | -21.0% | +68.9% | +52.3% |
| 5Y | -2.6% | -41.7% | +39.1% | +3.1% |
| All | +182.7% | -36.0% | +218.7% | +196.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling