-33.7%
UPS vs SW
-2.3%
-31.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.4% | -1.4% |
| 7D | -2.9% | -5.1% | +2.2% | -2.1% |
| 30D | -3.5% | -4.6% | +1.1% | -2.9% |
| 3M | -5.7% | +9.4% | -15.1% | -7.2% |
| 6M | -4.4% | +3.5% | -7.9% | -5.4% |
| YTD | +8.0% | +22.0% | -14.0% | +4.4% |
| 1Y | +29.0% | +2.2% | +26.8% | +27.1% |
| 3Y | -27.7% | +19.6% | -47.3% | -30.6% |
| All | -33.7% | -2.3% | -31.4% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling