+23.5%
UL vs SWK
-38.7%
+62.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.1% |
| 3M | +17.6% | +24.1% | -6.5% | +14.5% |
| 6M | -5.4% | +24.7% | -30.1% | -8.1% |
| YTD | +0.7% | +33.9% | -33.2% | -3.0% |
| 1Y | -9.3% | +34.7% | -43.9% | -12.8% |
| 3Y | +24.5% | +15.3% | +9.3% | +20.5% |
| All | +23.5% | -38.7% | +62.2% | +29.7% |
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