+115.0%
UMC vs SW
+29.5%
+85.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.1% | -6.1% | -2.5% |
| 7D | -14.7% | +12.1% | -26.7% | -15.8% |
| 30D | -32.9% | +6.6% | -39.4% | -33.3% |
| 3M | -22.2% | -6.0% | -16.1% | -21.5% |
| 6M | +25.9% | +21.5% | +4.4% | +22.3% |
| YTD | +107.9% | +20.3% | +87.6% | +108.8% |
| 1Y | +115.0% | +28.1% | +86.9% | +117.3% |
| All | +115.0% | +29.5% | +85.5% | +117.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling