+108.7%
USB vs SW
+147.8%
-39.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.5% | -0.4% |
| 7D | +1.4% | -5.1% | +6.5% | +2.1% |
| 30D | -1.3% | -4.6% | +3.3% | -0.8% |
| 3M | +15.2% | +9.4% | +5.9% | +13.5% |
| 6M | +18.8% | +3.5% | +15.3% | +17.6% |
| YTD | +21.0% | +22.0% | -1.0% | +17.0% |
| 1Y | +34.0% | +2.2% | +31.8% | +32.2% |
| 3Y | +95.3% | +19.6% | +75.7% | +87.5% |
| 5Y | +40.4% | -2.3% | +42.7% | +33.9% |
| All | +108.7% | +147.8% | -39.0% | +75.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling