+101.1%
UMC vs SW
+40.4%
+60.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.5% | -15.2% | -16.5% |
| 7D | -25.8% | +4.7% | -30.5% | -26.3% |
| 30D | -42.3% | +5.0% | -47.3% | -42.7% |
| 3M | -30.6% | -7.3% | -23.3% | -30.0% |
| 6M | -2.8% | +15.0% | -17.8% | -5.5% |
| YTD | +73.2% | +18.5% | +54.7% | +66.8% |
| 1Y | +75.5% | +27.1% | +48.3% | +67.0% |
| All | +101.1% | +40.4% | +60.7% | +90.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling