+101.3%
USB vs SWK
+36.2%
+65.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +13.1% | -11.2% | -4.1% |
| 7D | +2.4% | +17.9% | -15.5% | -5.5% |
| 30D | +6.6% | +31.9% | -25.4% | -6.7% |
| 3M | -4.1% | +16.6% | -20.7% | -11.3% |
| 6M | +12.5% | +61.1% | -48.7% | -11.5% |
| YTD | +17.6% | +64.2% | -46.6% | -9.4% |
| 1Y | +36.5% | +85.2% | -48.7% | -1.0% |
| 3Y | +95.4% | +50.2% | +45.2% | +49.5% |
| 5Y | +26.1% | -22.8% | +48.9% | +30.1% |
| 10Y | +101.3% | +35.8% | +65.5% | +52.4% |
| All | +101.3% | +36.2% | +65.1% | +52.4% |
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