+3.3%
SWK vs URA
+359.3%
-356.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.6% |
| 7D | -0.4% | +1.1% | -1.5% | -0.8% |
| 30D | -5.7% | +7.4% | -13.1% | -7.9% |
| 3M | +24.1% | -8.4% | +32.5% | +26.6% |
| 6M | +24.7% | -12.7% | +37.4% | +28.3% |
| YTD | +33.9% | +7.8% | +26.1% | +27.4% |
| 1Y | +34.7% | +19.5% | +15.2% | +21.6% |
| 3Y | +15.3% | +116.4% | -101.1% | -19.6% |
| 5Y | -39.3% | +134.3% | -173.6% | -61.9% |
| All | +3.3% | +359.3% | -356.0% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling