+42.5%
SWK vs UMAC
+195.7%
-153.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.5% | +4.2% | -2.0% |
| 7D | -2.0% | +10.1% | -12.1% | -2.3% |
| 30D | +24.6% | -39.1% | +63.7% | +26.4% |
| 3M | +10.8% | -56.2% | +67.0% | +13.4% |
| 6M | +46.1% | -16.2% | +62.3% | +44.5% |
| YTD | +56.8% | -7.1% | +64.0% | +52.8% |
| 1Y | +72.7% | +10.3% | +62.5% | +66.6% |
| All | +42.5% | +195.7% | -153.2% | +29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling