-28.6%
U vs SWK
-14.1%
-14.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -2.6% | +17.5% | +16.7% |
| 7D | +24.3% | +11.3% | +13.0% | +14.4% |
| 30D | +8.6% | +28.1% | -19.5% | -9.8% |
| 3M | +37.6% | +12.6% | +25.0% | +24.5% |
| 6M | +78.5% | +51.7% | +26.8% | +28.2% |
| YTD | +10.5% | +60.0% | -49.5% | -26.2% |
| 1Y | +15.2% | +72.7% | -57.5% | -28.0% |
| 3Y | +76.6% | +46.3% | +30.2% | +20.0% |
| 5Y | -67.9% | -24.6% | -43.3% | -69.8% |
| All | -28.6% | -14.1% | -14.5% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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