+34.3%
UL vs SWK
-25.4%
+59.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.8% | +1.5% |
| 7D | +5.5% | +11.3% | -5.8% | +4.1% |
| 30D | +11.4% | +28.1% | -16.7% | +8.0% |
| 3M | +6.0% | +12.6% | -6.6% | +4.3% |
| 6M | +18.0% | +51.7% | -33.7% | +12.0% |
| YTD | +6.2% | +60.0% | -53.8% | 0.0% |
| 1Y | +1.5% | +72.7% | -71.2% | -5.3% |
| 3Y | +39.8% | +46.3% | -6.5% | +30.9% |
| 5Y | +34.3% | -24.6% | +59.0% | +40.2% |
| All | +34.3% | -25.4% | +59.8% | +40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling