+1,198.4%
UMC vs SW
+183.3%
+1,015.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.2% | +7.3% | +7.5% |
| 7D | -9.2% | +1.8% | -11.0% | -9.3% |
| 30D | -35.1% | +7.0% | -42.2% | -35.6% |
| 3M | -20.5% | -7.6% | -12.8% | -20.0% |
| 6M | -1.7% | +8.5% | -10.3% | -2.9% |
| YTD | +92.8% | +17.7% | +75.1% | +88.6% |
| 1Y | +104.5% | +27.1% | +77.4% | +98.5% |
| 3Y | +129.8% | +48.2% | +81.6% | +118.9% |
| 5Y | +74.0% | -2.3% | +76.3% | +67.1% |
| 10Y | +1,198.4% | +183.3% | +1,015.1% | +1,023.0% |
| All | +1,198.4% | +183.3% | +1,015.1% | +1,023.0% |
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