+88.8%
UAL vs SWK
+30.0%
+58.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.6% | -2.0% | -2.8% |
| 7D | +5.0% | +11.3% | -6.2% | -2.4% |
| 30D | -1.2% | +28.1% | -29.3% | -16.7% |
| 3M | -16.8% | +12.6% | -29.4% | -23.5% |
| 6M | +18.0% | +51.7% | -33.8% | -11.2% |
| YTD | -1.2% | +60.0% | -61.2% | -28.4% |
| 1Y | +14.3% | +72.7% | -58.4% | -21.5% |
| 3Y | +194.6% | +46.3% | +148.3% | +112.8% |
| 5Y | +109.6% | -24.6% | +134.2% | +133.4% |
| All | +88.8% | +30.0% | +58.7% | +58.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling