+95.3%
UL vs SWK
+29.6%
+65.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.5% |
| 7D | +1.1% | +11.0% | -9.9% | -0.7% |
| 30D | +8.2% | +30.1% | -21.8% | +3.4% |
| 3M | +4.5% | +14.7% | -10.1% | +1.9% |
| 6M | +12.6% | +44.5% | -31.9% | +5.3% |
| YTD | +3.5% | +59.4% | -55.9% | -5.1% |
| 1Y | -0.4% | +77.5% | -78.0% | -10.5% |
| 3Y | +36.0% | +49.5% | -13.5% | +22.6% |
| 5Y | +30.9% | -24.9% | +55.8% | +33.5% |
| All | +95.3% | +29.6% | +65.7% | +75.8% |
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