-36.7%
SWK vs UDR
-19.6%
-17.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -0.4% | -2.0% | +1.5% | +0.8% |
| 30D | -5.7% | -5.2% | -0.5% | -2.5% |
| 3M | +24.1% | -5.8% | +29.9% | +28.3% |
| 6M | +24.7% | -1.7% | +26.4% | +25.0% |
| YTD | +33.9% | +2.4% | +31.6% | +30.5% |
| 1Y | +34.7% | -2.1% | +36.8% | +35.0% |
| 3Y | +15.3% | +4.2% | +11.1% | +10.7% |
| All | -36.7% | -19.6% | -17.1% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling