+62.6%
UMC vs SWK
-25.5%
+88.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.6% |
| 7D | -17.0% | +11.0% | -28.0% | -20.0% |
| 30D | -40.6% | +30.1% | -70.6% | -45.8% |
| 3M | -27.9% | +14.7% | -42.5% | -31.5% |
| 6M | -7.5% | +44.5% | -52.0% | -18.8% |
| YTD | +79.3% | +59.4% | +19.9% | +51.0% |
| 1Y | +92.8% | +77.5% | +15.3% | +56.2% |
| 3Y | +108.2% | +49.5% | +58.7% | +69.4% |
| All | +62.6% | -25.5% | +88.0% | +51.8% |
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 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