-4.6%
UPS vs SW
+42.5%
-47.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.1% | +0.6% | +3.8% |
| 7D | +8.2% | +12.1% | -3.8% | +5.4% |
| 30D | +22.7% | +6.6% | +16.2% | +20.9% |
| 3M | +6.4% | -6.0% | +12.5% | +7.7% |
| 6M | +22.6% | +21.5% | +1.1% | +16.5% |
| YTD | +20.7% | +20.3% | +0.4% | +14.5% |
| 1Y | +30.6% | +28.1% | +2.5% | +22.2% |
| All | -4.6% | +42.5% | -47.1% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling