+53.7%
UPS vs SW
+189.7%
-136.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.1% | +0.6% | +4.2% |
| 7D | +8.2% | +12.1% | -3.8% | +6.6% |
| 30D | +22.7% | +6.6% | +16.2% | +21.7% |
| 3M | +6.4% | -6.0% | +12.5% | +7.2% |
| 6M | +22.6% | +21.5% | +1.1% | +19.1% |
| YTD | +20.7% | +20.3% | +0.4% | +17.2% |
| 1Y | +30.6% | +28.1% | +2.5% | +25.9% |
| 3Y | -5.0% | +51.6% | -56.6% | -10.7% |
| 5Y | -31.3% | -0.1% | -31.1% | -34.7% |
| All | +53.7% | +189.7% | -136.1% | +24.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling