+28.7%
SWK vs UDR
+50.7%
-21.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.3% |
| 7D | +11.0% | +3.0% | +8.0% | +9.3% |
| 30D | +30.1% | +10.3% | +19.8% | +22.8% |
| 3M | +14.7% | -2.9% | +17.6% | +16.8% |
| 6M | +44.5% | +0.3% | +44.2% | +43.7% |
| YTD | +59.4% | +3.8% | +55.6% | +54.7% |
| 1Y | +77.5% | +12.7% | +64.8% | +63.7% |
| 3Y | +49.5% | +27.6% | +21.9% | +28.2% |
| 5Y | -24.9% | -18.6% | -6.3% | -17.5% |
| All | +28.7% | +50.7% | -21.9% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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