+1,240.6%
SWK vs UDR
+2,878.3%
-1,637.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -0.4% | -2.0% | +1.5% | +0.4% |
| 30D | -5.7% | -5.2% | -0.5% | -3.7% |
| 3M | +24.1% | -5.8% | +29.9% | +26.8% |
| 6M | +24.7% | -1.7% | +26.4% | +25.1% |
| YTD | +33.9% | +2.4% | +31.6% | +32.1% |
| 1Y | +34.7% | -2.1% | +36.8% | +35.2% |
| 3Y | +15.3% | +4.2% | +11.1% | +13.0% |
| 5Y | -39.3% | -20.0% | -19.3% | -34.3% |
| 10Y | +2.5% | +44.6% | -42.2% | -12.3% |
| All | +1,240.6% | +2,878.3% | -1,637.7% | +484.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling