+82.2%
UBER vs SW
+105.4%
-23.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.5% | -0.4% |
| 7D | -3.9% | -5.1% | +1.2% | -3.3% |
| 30D | +11.1% | -4.6% | +15.7% | +11.7% |
| 3M | +4.9% | +9.4% | -4.5% | +3.5% |
| 6M | -1.2% | +3.5% | -4.7% | -2.1% |
| YTD | -7.3% | +22.0% | -29.3% | -10.2% |
| 1Y | -17.6% | +2.2% | -19.8% | -18.7% |
| 3Y | +61.1% | +19.6% | +41.5% | +53.6% |
| 5Y | +87.9% | -2.3% | +90.2% | +76.6% |
| All | +82.2% | +105.4% | -23.2% | +79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling