+1,115.0%
UMC vs SW
+743.1%
+371.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.1% | -6.1% | -2.2% |
| 7D | -14.7% | +12.1% | -26.7% | -15.1% |
| 30D | -32.9% | +6.6% | -39.4% | -33.0% |
| 3M | -22.2% | -6.0% | -16.1% | -22.0% |
| 6M | +25.9% | +21.5% | +4.4% | +24.8% |
| YTD | +107.9% | +20.3% | +87.6% | +106.0% |
| 1Y | +115.0% | +28.1% | +86.9% | +112.5% |
| 3Y | +137.6% | +51.6% | +86.0% | +133.7% |
| 5Y | +95.9% | -0.1% | +96.0% | +92.7% |
| 10Y | +1,300.5% | +189.7% | +1,110.7% | +1,282.3% |
| All | +1,115.0% | +743.1% | +371.9% | +1,145.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling