+1,622.4%
UNH vs SW
+755.0%
+867.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | +1.1% | -5.1% | +6.2% | +1.3% |
| 30D | -3.8% | -4.6% | +0.8% | -3.6% |
| 3M | +0.7% | +9.4% | -8.6% | +0.2% |
| 6M | +37.9% | +3.5% | +34.4% | +37.4% |
| YTD | +21.9% | +22.0% | -0.1% | +20.6% |
| 1Y | +31.4% | +2.2% | +29.2% | +30.8% |
| 3Y | -11.4% | +19.6% | -31.0% | -12.9% |
| 5Y | +2.5% | -2.3% | +4.9% | +0.7% |
| 10Y | +242.9% | +181.4% | +61.5% | +218.0% |
| All | +1,622.4% | +755.0% | +867.4% | +1,328.6% |
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