+122.5%
UMC vs SW
-2.3%
+124.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.3% | +4.4% |
| 7D | +5.0% | -5.1% | +10.0% | +5.6% |
| 30D | +7.7% | -4.6% | +12.3% | +8.2% |
| 3M | +1.7% | +9.4% | -7.7% | +0.1% |
| 6M | +113.9% | +3.5% | +110.4% | +111.5% |
| YTD | +168.9% | +22.0% | +146.9% | +160.2% |
| 1Y | +207.2% | +2.2% | +205.0% | +203.1% |
| 3Y | +227.7% | +19.6% | +208.1% | +213.1% |
| All | +122.5% | -2.3% | +124.8% | +108.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling