+207.2%
UMC vs SWK
+37.3%
+169.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.7% | +4.3% |
| 7D | +5.0% | -0.4% | +5.4% | +5.1% |
| 30D | +7.7% | -5.7% | +13.4% | +9.7% |
| 3M | +1.7% | +24.1% | -22.4% | -5.1% |
| 6M | +113.9% | +24.7% | +89.2% | +95.2% |
| YTD | +168.9% | +33.9% | +135.0% | +143.0% |
| 1Y | +207.2% | +34.7% | +172.5% | +174.9% |
| All | +207.2% | +37.3% | +169.9% | +174.9% |
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