+2.9%
UNH vs SW
-2.3%
+5.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | +1.1% | -5.1% | +6.2% | +1.2% |
| 30D | -3.8% | -4.6% | +0.8% | -3.7% |
| 3M | +0.7% | +9.4% | -8.6% | +0.5% |
| 6M | +37.9% | +3.5% | +34.4% | +37.7% |
| YTD | +21.9% | +22.0% | -0.1% | +21.3% |
| 1Y | +31.4% | +2.2% | +29.2% | +30.8% |
| 3Y | -11.4% | +19.6% | -31.0% | -11.6% |
| All | +2.9% | -2.3% | +5.3% | +3.5% |
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