+103.9%
UMC vs SWK
+79.5%
+24.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.8% | +4.7% | +6.7% |
| 7D | -9.2% | +10.7% | -19.8% | -11.4% |
| 30D | -35.1% | +33.3% | -68.5% | -40.6% |
| 3M | -20.5% | +14.7% | -35.1% | -23.3% |
| 6M | -1.7% | +48.5% | -50.3% | -13.9% |
| YTD | +92.8% | +63.9% | +28.9% | +62.8% |
| All | +103.9% | +79.5% | +24.4% | +71.8% |
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