+117.8%
UAL vs SWK
+2.4%
+115.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +1.9% |
| 7D | +0.7% | -0.4% | +1.2% | +1.1% |
| 30D | -16.1% | -5.7% | -10.4% | -12.7% |
| 3M | +6.1% | +24.1% | -17.9% | -8.3% |
| 6M | +10.8% | +24.7% | -13.9% | -4.5% |
| YTD | -0.4% | +33.9% | -34.3% | -18.3% |
| 1Y | +5.0% | +34.7% | -29.7% | -14.9% |
| 3Y | +124.0% | +15.3% | +108.7% | +91.0% |
| 5Y | +141.0% | -39.3% | +180.3% | +211.0% |
| All | +117.8% | +2.4% | +115.4% | +100.6% |
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