-2.3%
SW vs WU
-50.7%
+48.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.5% |
| 7D | -5.1% | -0.8% | -4.3% | -4.9% |
| 30D | -4.6% | -1.1% | -3.5% | -4.3% |
| 3M | +9.4% | -3.9% | +13.2% | +9.8% |
| 6M | +3.5% | -20.7% | +24.2% | +9.4% |
| YTD | +22.0% | -18.4% | +40.4% | +27.9% |
| 1Y | +2.2% | -8.1% | +10.3% | +3.2% |
| 3Y | +19.6% | -24.2% | +43.8% | +24.7% |
| All | -2.3% | -50.7% | +48.3% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling