+16.6%
SWK vs UEC
-30.0%
+46.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -4.9% | +18.0% | +13.2% |
| 7D | +17.9% | -13.8% | +31.7% | +19.1% |
| 30D | +31.9% | -23.1% | +55.0% | +35.1% |
| 3M | +16.6% | -31.5% | +48.1% | +21.2% |
| All | +16.6% | -30.0% | +46.6% | +21.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling