-1.9%
UL vs SWK
+76.3%
-78.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -1.7% | -2.3% | +0.6% | -1.3% |
| 30D | +4.5% | +30.4% | -25.9% | -0.1% |
| 3M | +5.5% | +12.1% | -6.7% | +3.1% |
| 6M | +17.0% | +49.1% | -32.1% | +9.1% |
| YTD | +3.2% | +60.4% | -57.3% | -4.3% |
| 1Y | -1.9% | +78.3% | -80.2% | -10.9% |
| All | -1.9% | +76.3% | -78.2% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling