Adaptive beamforming is a cornerstone of array signal processing, yet its performance often collapses in the face of complex, rapidly changing interference. When interferers appear or move unpredictably, conventional estimators encounter a fundamental memory trade-off: short windows enable rapid tracking but suffer from high estimation variance, while long windows provide stable rejection but fail to adapt to shifts. This challenge is resolved by introducing the Universal Switching Beamformer (USB), which integrates competitive sequential prediction into the beamforming architecture. By employing a linear transition diagram, the USB implicitly maintains an exponentially large family of candidate covariance histories and dynamically re-weights them based on their cumulative output power. This mechanism allows the beamformer to automatically vary its effective memory length without explicit change detection or heuristic parameter tuning. A theoretical upper bound is proven on the regret relative to an omniscient oracle that selects the best piecewise-stationary covariance model in hindsight. Extensive simulations and experiments on the SwellEx-96 dataset demonstrate that the USB achieves the agility of short-window estimators and the precision of long-term integration, providing a principled solution for tracking highly non-stationary scenes.