+29.5%
SWK vs UEC
+765.9%
-736.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +10.1% | -7.3% | +1.5% |
| 7D | +10.7% | +1.5% | +9.2% | +10.2% |
| 30D | +33.3% | -17.1% | +50.4% | +36.0% |
| 3M | +14.7% | -32.3% | +47.0% | +19.6% |
| 6M | +48.5% | -49.7% | +98.3% | +59.4% |
| YTD | +63.9% | -34.8% | +98.7% | +68.3% |
| 1Y | +80.4% | -37.5% | +118.0% | +85.2% |
| 3Y | +58.1% | +37.1% | +21.1% | +37.7% |
| 5Y | -24.5% | +44.3% | -68.8% | -39.4% |
| 10Y | +29.5% | +737.4% | -707.9% | -35.3% |
| All | +29.5% | +765.9% | -736.4% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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