+78.7%
SWK vs UMAC
+9.5%
+69.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.6% | +5.2% | -1.3% |
| 7D | +11.3% | -13.9% | +25.2% | +11.5% |
| 30D | +31.5% | -39.6% | +71.0% | +32.8% |
| 3M | +14.4% | -53.6% | +68.0% | +16.2% |
| 6M | +46.4% | -6.2% | +52.6% | +46.0% |
| YTD | +61.6% | -1.2% | +62.8% | +56.9% |
| 1Y | +78.7% | +9.7% | +69.1% | +70.6% |
| All | +78.7% | +9.5% | +69.3% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling