+22.2%
SWK vs URA
+266.3%
-244.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.7% |
| 7D | -1.4% | -1.5% | +0.2% | -1.0% |
| 30D | +25.5% | -10.4% | +35.9% | +29.2% |
| 3M | +11.8% | -29.6% | +41.4% | +23.3% |
| 6M | +48.7% | -40.3% | +89.0% | +71.4% |
| YTD | +57.2% | -25.5% | +82.7% | +66.2% |
| 1Y | +75.3% | -26.4% | +101.7% | +85.3% |
| 3Y | +51.9% | +31.4% | +20.5% | +24.1% |
| 5Y | -30.7% | +28.6% | -59.3% | -45.4% |
| All | +22.2% | +266.3% | -244.1% | -50.1% |
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