+28.4%
SWK vs UMAC
+145.2%
-116.8%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.0% | +1.0% |
| 7D | -0.4% | -0.9% | +0.5% | -0.4% |
| 30D | -5.7% | -7.7% | +1.9% | -5.6% |
| 3M | +24.1% | -26.4% | +50.5% | +24.6% |
| 6M | +24.7% | +61.9% | -37.1% | +20.7% |
| YTD | +33.9% | +86.5% | -52.6% | +26.7% |
| All | +28.4% | +145.2% | -116.8% | +22.4% |
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