+241.2%
SWK vs UEC
-2.6%
+243.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.9% | +7.3% | -1.6% |
| 7D | +11.3% | -20.5% | +31.7% | +13.8% |
| 30D | +28.1% | -35.9% | +64.0% | +33.8% |
| 3M | +12.6% | -39.6% | +52.1% | +18.0% |
| 6M | +51.7% | -55.3% | +107.0% | +62.8% |
| YTD | +60.0% | -44.5% | +104.5% | +66.5% |
| 1Y | +72.7% | -50.4% | +123.1% | +81.0% |
| 3Y | +46.3% | +12.1% | +34.2% | +34.7% |
| 5Y | -24.6% | +41.5% | -66.1% | -35.9% |
| 10Y | +32.2% | +644.8% | -612.6% | -16.0% |
| All | +241.2% | -2.6% | +243.7% | +86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling