+78.0%
UMC vs SW
+2.5%
+75.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | -8.3% | +2.2% | -10.5% | -8.5% |
| 30D | -34.5% | +7.4% | -41.9% | -35.1% |
| 3M | -20.0% | -5.9% | -14.0% | -19.5% |
| 6M | -0.7% | +9.0% | -9.7% | -2.3% |
| YTD | +94.7% | +18.1% | +76.6% | +89.1% |
| 1Y | +106.0% | +28.7% | +77.3% | +97.8% |
| 3Y | +124.3% | +48.8% | +75.5% | +110.4% |
| 5Y | +78.0% | +2.5% | +75.5% | +69.9% |
| All | +78.0% | +2.5% | +75.5% | +69.9% |
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