+65.2%
UL vs SWK
+2.4%
+62.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | -1.3% | -0.4% | -0.9% | -1.3% |
| 30D | +0.5% | -5.7% | +6.2% | +1.4% |
| 3M | +17.6% | +24.1% | -6.5% | +13.1% |
| 6M | -5.4% | +24.7% | -30.1% | -9.3% |
| YTD | +0.7% | +33.9% | -33.2% | -4.8% |
| 1Y | -9.3% | +34.7% | -43.9% | -14.6% |
| 3Y | +24.5% | +15.3% | +9.3% | +17.6% |
| 5Y | +23.2% | -39.3% | +62.5% | +30.6% |
| All | +65.2% | +2.4% | +62.8% | +48.9% |
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