-1.6%
SW vs WU
-40.6%
+38.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.5% | -8.0% | -3.4% |
| 7D | +4.7% | +13.0% | -8.4% | +0.8% |
| 30D | +5.0% | +14.3% | -9.3% | +0.7% |
| 3M | -7.3% | +0.1% | -7.5% | -7.6% |
| 6M | +15.0% | -17.7% | +32.7% | +20.5% |
| YTD | +18.5% | -17.3% | +35.9% | +23.7% |
| 1Y | +27.1% | -11.1% | +38.2% | +29.7% |
| 3Y | +49.3% | -19.8% | +69.1% | +54.2% |
| 5Y | -1.6% | -40.5% | +38.9% | +4.7% |
| All | -1.6% | -40.6% | +38.9% | +4.7% |
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 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