+743.1%
SW vs WU
-38.0%
+781.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.4% | -1.4% | +3.4% |
| 7D | +12.1% | +8.2% | +3.8% | +11.0% |
| 30D | +6.6% | +8.0% | -1.5% | +5.6% |
| 3M | -6.0% | -6.6% | +0.6% | -5.3% |
| 6M | +21.5% | -23.3% | +44.7% | +24.7% |
| YTD | +20.3% | -22.4% | +42.7% | +23.3% |
| 1Y | +28.1% | -18.0% | +46.1% | +30.6% |
| 3Y | +51.6% | -24.7% | +76.3% | +55.2% |
| 5Y | -0.1% | -43.4% | +43.2% | +3.6% |
| 10Y | +189.7% | -37.8% | +227.5% | +198.1% |
| All | +743.1% | -38.0% | +781.0% | +849.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling