-36.7%
SWK vs URA
+128.0%
-164.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | -0.4% | +1.1% | -1.5% | -0.7% |
| 30D | -5.7% | +7.4% | -13.1% | -7.4% |
| 3M | +24.1% | -8.4% | +32.5% | +25.9% |
| 6M | +24.7% | -12.7% | +37.4% | +27.3% |
| YTD | +33.9% | +7.8% | +26.1% | +29.4% |
| 1Y | +34.7% | +19.5% | +15.2% | +25.2% |
| 3Y | +15.3% | +116.4% | -101.1% | -11.3% |
| All | -36.7% | +128.0% | -164.7% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling