+29.5%
SWK vs UDR
+54.2%
-24.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.5% | +2.6% |
| 7D | +10.7% | +2.2% | +8.4% | +9.4% |
| 30D | +33.3% | +8.0% | +25.3% | +27.5% |
| 3M | +14.7% | -3.3% | +17.9% | +17.1% |
| 6M | +48.5% | +1.0% | +47.5% | +47.0% |
| YTD | +63.9% | +4.2% | +59.7% | +58.7% |
| 1Y | +80.4% | +10.8% | +69.6% | +68.1% |
| 3Y | +58.1% | +30.1% | +28.0% | +34.1% |
| 5Y | -24.5% | -18.9% | -5.6% | -16.8% |
| 10Y | +29.5% | +53.4% | -23.9% | +15.0% |
| All | +29.5% | +54.2% | -24.7% | +15.0% |
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