+51.9%
SWK vs UEC
+18.1%
+33.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.4% |
| 7D | -1.4% | -3.8% | +2.4% | -1.1% |
| 30D | +25.5% | -13.5% | +39.0% | +26.8% |
| 3M | +11.8% | -40.5% | +52.3% | +17.0% |
| 6M | +48.7% | -56.7% | +105.4% | +58.9% |
| YTD | +57.2% | -43.0% | +100.2% | +63.0% |
| 1Y | +75.3% | -42.5% | +117.8% | +81.1% |
| 3Y | +51.9% | +11.6% | +40.4% | +36.8% |
| All | +51.9% | +18.1% | +33.9% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling