+115.0%
UMC vs SWK
+87.6%
+27.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +13.1% | -15.2% | -5.4% |
| 7D | -14.7% | +17.9% | -32.6% | -18.8% |
| 30D | -32.9% | +31.9% | -64.8% | -38.7% |
| 3M | -22.2% | +16.6% | -38.7% | -25.8% |
| 6M | +25.9% | +61.1% | -35.2% | +7.7% |
| YTD | +107.9% | +64.2% | +43.7% | +71.8% |
| 1Y | +115.0% | +85.2% | +29.8% | +71.9% |
| All | +115.0% | +87.6% | +27.4% | +71.9% |
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