+211.4%
UPS vs SW
+730.4%
-519.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.8% |
| 7D | +3.5% | +4.7% | -1.2% | +3.1% |
| 30D | +19.3% | +5.0% | +14.3% | +18.8% |
| 3M | +4.7% | -7.3% | +12.1% | +5.3% |
| 6M | +17.0% | +15.0% | +2.0% | +15.7% |
| YTD | +17.3% | +18.5% | -1.3% | +15.6% |
| 1Y | +27.4% | +27.1% | +0.2% | +25.0% |
| 3Y | -7.7% | +49.3% | -57.0% | -10.4% |
| 5Y | -32.4% | -1.6% | -30.8% | -34.1% |
| 10Y | +53.3% | +185.4% | -132.1% | +43.4% |
| All | +211.4% | +730.4% | -519.0% | +183.8% |
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