+99.3%
UL vs SWK
+32.9%
+66.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | +0.4% |
| 7D | +0.3% | +10.7% | -10.4% | -1.6% |
| 30D | +7.0% | +33.3% | -26.4% | +1.8% |
| 3M | +5.8% | +14.7% | -8.9% | +3.2% |
| 6M | +16.1% | +48.5% | -32.4% | +8.1% |
| YTD | +4.5% | +63.9% | -59.4% | -4.7% |
| 1Y | -1.3% | +80.4% | -81.7% | -11.5% |
| 3Y | +35.0% | +58.1% | -23.2% | +20.3% |
| 5Y | +31.9% | -24.5% | +56.4% | +34.6% |
| 10Y | +99.3% | +29.5% | +69.8% | +76.5% |
| All | +99.3% | +32.9% | +66.4% | +76.5% |
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