+28.7%
SWK vs UEC
+704.7%
-675.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.8% | -7.2% | -1.2% |
| 7D | +11.0% | -10.2% | +21.3% | +12.4% |
| 30D | +30.1% | -26.9% | +57.0% | +34.8% |
| 3M | +14.7% | -35.7% | +50.3% | +20.4% |
| 6M | +44.5% | -56.1% | +100.6% | +57.8% |
| YTD | +59.4% | -40.8% | +100.1% | +65.7% |
| 1Y | +77.5% | -43.4% | +120.9% | +84.6% |
| 3Y | +49.5% | +25.4% | +24.1% | +31.6% |
| 5Y | -24.9% | +51.1% | -76.0% | -40.3% |
| All | +28.7% | +704.7% | -675.9% | -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