+160.7%
UMC vs SWK
+840.0%
-679.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.3% | -0.9% |
| 7D | +17.8% | -2.0% | +19.7% | +19.0% |
| 30D | -29.6% | +24.6% | -54.2% | -37.7% |
| 3M | -18.4% | +10.8% | -29.2% | -23.5% |
| 6M | -0.1% | +46.1% | -46.2% | -18.8% |
| YTD | +104.0% | +56.8% | +47.2% | +57.5% |
| 1Y | +121.5% | +72.7% | +48.8% | +61.8% |
| 3Y | +135.0% | +49.9% | +85.2% | +70.1% |
| 5Y | +83.0% | -30.9% | +113.9% | +92.1% |
| 10Y | +1,312.7% | +18.1% | +1,294.6% | +792.8% |
| All | +160.7% | +840.0% | -679.3% | -72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling