+65.5%
UBER vs SW
+99.5%
-34.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.4% |
| 7D | +4.6% | +4.7% | 0.0% | +4.0% |
| 30D | -0.4% | +5.0% | -5.4% | -1.1% |
| 3M | +0.9% | -7.3% | +8.2% | +1.8% |
| 6M | -5.7% | +15.0% | -20.7% | -7.6% |
| YTD | -15.8% | +18.5% | -34.3% | -18.2% |
| 1Y | -25.8% | +27.1% | -53.0% | -28.6% |
| 3Y | +44.0% | +49.3% | -5.3% | +34.7% |
| 5Y | +45.8% | -1.6% | +47.4% | +37.4% |
| All | +65.5% | +99.5% | -34.0% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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