+45.8%
UBER vs SW
-1.6%
+47.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.3% |
| 7D | +4.6% | +4.7% | 0.0% | +3.8% |
| 30D | -0.4% | +5.0% | -5.4% | -1.3% |
| 3M | +0.9% | -7.3% | +8.2% | +2.1% |
| 6M | -5.7% | +15.0% | -20.7% | -8.4% |
| YTD | -15.8% | +18.5% | -34.3% | -19.3% |
| 1Y | -25.8% | +27.1% | -53.0% | -29.9% |
| 3Y | +44.0% | +49.3% | -5.3% | +28.8% |
| 5Y | +45.8% | -1.6% | +47.4% | +36.2% |
| All | +45.8% | -1.6% | +47.4% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling