+98.3%
USB vs SWK
+15.2%
+83.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -0.6% |
| 7D | +1.4% | -0.4% | +1.9% | +1.6% |
| 30D | -1.3% | -5.7% | +4.4% | +0.9% |
| 3M | +15.2% | +24.1% | -8.8% | +5.0% |
| 6M | +18.8% | +24.7% | -5.9% | +7.4% |
| YTD | +21.0% | +33.9% | -12.9% | +5.8% |
| 1Y | +34.0% | +34.7% | -0.7% | +16.1% |
| All | +98.3% | +15.2% | +83.1% | +80.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling