+108.7%
USB vs SWK
+2.4%
+106.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -0.7% |
| 7D | +1.4% | -0.4% | +1.9% | +1.6% |
| 30D | -1.3% | -5.7% | +4.4% | +1.3% |
| 3M | +15.2% | +24.1% | -8.8% | +3.1% |
| 6M | +18.8% | +24.7% | -5.9% | +5.3% |
| YTD | +21.0% | +33.9% | -12.9% | +3.1% |
| 1Y | +34.0% | +34.7% | -0.7% | +13.0% |
| 3Y | +95.3% | +15.3% | +80.0% | +70.2% |
| 5Y | +40.4% | -39.3% | +79.7% | +62.6% |
| All | +108.7% | +2.4% | +106.3% | +77.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling