+41.2%
USB vs SW
-2.3%
+43.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.5% | -0.4% |
| 7D | +1.4% | -5.1% | +6.5% | +2.2% |
| 30D | -1.3% | -4.6% | +3.3% | -0.7% |
| 3M | +15.2% | +9.4% | +5.9% | +13.3% |
| 6M | +18.8% | +3.5% | +15.3% | +17.4% |
| YTD | +21.0% | +22.0% | -1.0% | +16.4% |
| 1Y | +34.0% | +2.2% | +31.8% | +31.9% |
| 3Y | +95.3% | +19.6% | +75.7% | +87.0% |
| All | +41.2% | -2.3% | +43.5% | +30.9% |
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