+107.5%
UL vs SWK
+17.8%
+89.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.8% |
| 7D | -2.5% | -2.0% | -0.5% | -2.2% |
| 30D | +5.7% | +24.6% | -18.9% | +1.7% |
| 3M | +7.0% | +10.8% | -3.8% | +4.9% |
| 6M | +16.1% | +46.1% | -30.0% | +8.3% |
| YTD | +3.6% | +56.8% | -53.3% | -4.9% |
| 1Y | -1.4% | +72.7% | -74.1% | -11.0% |
| 3Y | +34.1% | +49.9% | -15.8% | +20.6% |
| 5Y | +32.0% | -30.9% | +62.9% | +37.2% |
| All | +107.5% | +17.8% | +89.7% | +79.8% |
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