+243.6%
UMC vs SWK
+702.7%
-459.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.7% | +4.1% |
| 7D | +5.0% | -0.4% | +5.4% | +5.1% |
| 30D | +7.7% | -5.7% | +13.4% | +10.6% |
| 3M | +1.7% | +24.1% | -22.4% | -9.2% |
| 6M | +113.9% | +24.7% | +89.2% | +89.6% |
| YTD | +168.9% | +33.9% | +135.0% | +127.4% |
| 1Y | +207.2% | +34.7% | +172.5% | +155.6% |
| 3Y | +227.7% | +15.3% | +212.4% | +173.8% |
| 5Y | +118.0% | -39.3% | +157.3% | +146.0% |
| 10Y | +1,682.1% | +2.5% | +1,679.6% | +1,115.1% |
| All | +243.6% | +702.7% | -459.2% | -59.8% |
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 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