+186.9%
UPS vs SW
+755.0%
-568.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.4% | -1.3% |
| 7D | -2.9% | -5.1% | +2.2% | -2.5% |
| 30D | -3.5% | -4.6% | +1.1% | -3.2% |
| 3M | -5.7% | +9.4% | -15.1% | -6.4% |
| 6M | -4.4% | +3.5% | -7.9% | -4.8% |
| YTD | +8.0% | +22.0% | -14.0% | +6.3% |
| 1Y | +29.0% | +2.2% | +26.8% | +28.2% |
| 3Y | -27.7% | +19.6% | -47.3% | -29.2% |
| 5Y | -34.3% | -2.3% | -32.0% | -36.0% |
| 10Y | +37.8% | +181.4% | -143.6% | +28.7% |
| All | +186.9% | +755.0% | -568.1% | +161.0% |
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