+250.6%
USB vs SW
+743.1%
-492.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.1% | -2.2% | +1.6% |
| 7D | +2.4% | +12.1% | -9.7% | +1.6% |
| 30D | +6.6% | +6.6% | 0.0% | +6.1% |
| 3M | -4.1% | -6.0% | +1.9% | -3.8% |
| 6M | +12.5% | +21.5% | -9.0% | +10.8% |
| YTD | +17.6% | +20.3% | -2.7% | +15.7% |
| 1Y | +36.5% | +28.1% | +8.4% | +33.7% |
| 3Y | +95.4% | +51.6% | +43.8% | +89.8% |
| 5Y | +26.1% | -0.1% | +26.3% | +23.1% |
| 10Y | +101.3% | +189.7% | -88.5% | +89.1% |
| All | +250.6% | +743.1% | -492.4% | +262.7% |
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