+44.8%
SWK vs UMAC
+197.5%
-152.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.8% | -11.2% | -0.7% |
| 7D | +11.0% | -23.4% | +34.4% | +11.9% |
| 30D | +30.1% | -45.6% | +75.7% | +32.5% |
| 3M | +14.7% | -50.9% | +65.5% | +16.9% |
| 6M | +44.5% | -16.5% | +61.0% | +42.9% |
| YTD | +59.4% | -6.6% | +66.0% | +55.3% |
| 1Y | +77.5% | +10.7% | +66.8% | +71.2% |
| All | +44.8% | +197.5% | -152.7% | +31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling