+214.9%
UAL vs SWK
+50.4%
+164.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +13.1% | -5.1% | -0.5% |
| 7D | +11.9% | +17.9% | -6.0% | +0.5% |
| 30D | +5.2% | +31.9% | -26.7% | -12.2% |
| 3M | -12.7% | +16.6% | -29.3% | -21.2% |
| 6M | +28.5% | +61.1% | -32.6% | -5.5% |
| YTD | +3.5% | +64.2% | -60.7% | -24.8% |
| 1Y | +27.5% | +85.2% | -57.7% | -13.8% |
| All | +214.9% | +50.4% | +164.5% | +116.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling