+23.3%
UPS vs SW
+26.7%
-3.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.5% | -2.2% |
| 7D | 0.0% | +2.3% | -2.3% | -0.6% |
| 30D | +17.3% | +6.8% | +10.6% | +15.0% |
| 3M | +6.6% | -5.2% | +11.8% | +8.0% |
| 6M | +12.0% | +7.4% | +4.6% | +8.3% |
| YTD | +14.4% | +17.4% | -3.0% | +5.6% |
| 1Y | +23.3% | +27.1% | -3.8% | +10.1% |
| All | +23.3% | +26.7% | -3.4% | +10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling