+108.2%
UMC vs SW
+39.0%
+69.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.5% | +3.6% |
| 7D | -17.0% | +2.3% | -19.3% | -17.2% |
| 30D | -40.6% | +6.8% | -47.4% | -41.2% |
| 3M | -27.9% | -5.2% | -22.7% | -27.4% |
| 6M | -7.5% | +7.4% | -14.9% | -9.2% |
| YTD | +79.3% | +17.4% | +61.9% | +72.9% |
| 1Y | +92.8% | +27.1% | +65.7% | +83.5% |
| 3Y | +108.2% | +47.9% | +60.3% | +97.1% |
| All | +108.2% | +39.0% | +69.1% | +97.1% |
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