+28.7%
SWK vs URA
+278.3%
-249.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -1.7% |
| 7D | +11.0% | -4.1% | +15.2% | +12.3% |
| 30D | +30.1% | -19.0% | +49.1% | +38.0% |
| 3M | +14.7% | -25.1% | +39.8% | +24.2% |
| 6M | +44.5% | -44.5% | +89.0% | +70.3% |
| YTD | +59.4% | -24.3% | +83.7% | +67.8% |
| 1Y | +77.5% | -28.1% | +105.6% | +89.1% |
| 3Y | +49.5% | +40.7% | +8.8% | +19.1% |
| 5Y | -24.9% | +35.5% | -60.4% | -42.1% |
| All | +28.7% | +278.3% | -249.5% | -52.5% |
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