+1,626.8%
UNH vs SW
+730.4%
+896.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -3.3% |
| 7D | -3.7% | +4.7% | -8.4% | -3.9% |
| 30D | +5.2% | +5.0% | +0.2% | +4.9% |
| 3M | -3.5% | -7.3% | +3.8% | -3.3% |
| 6M | +10.0% | +15.0% | -4.9% | +9.2% |
| YTD | +22.2% | +18.5% | +3.7% | +21.0% |
| 1Y | +24.0% | +27.1% | -3.2% | +22.3% |
| 3Y | -20.6% | +49.3% | -69.9% | -22.6% |
| 5Y | -5.0% | -1.6% | -3.3% | -6.7% |
| 10Y | +239.4% | +185.4% | +54.0% | +214.9% |
| All | +1,626.8% | +730.4% | +896.4% | +1,333.6% |
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