+26.1%
USB vs SWK
-24.2%
+50.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +13.1% | -11.2% | -3.3% |
| 7D | +2.4% | +17.9% | -15.5% | -4.4% |
| 30D | +6.6% | +31.9% | -25.4% | -5.0% |
| 3M | -4.1% | +16.6% | -20.7% | -10.3% |
| 6M | +12.5% | +61.1% | -48.7% | -8.7% |
| YTD | +17.6% | +64.2% | -46.6% | -6.2% |
| 1Y | +36.5% | +85.2% | -48.7% | +3.2% |
| 3Y | +95.4% | +50.2% | +45.2% | +55.1% |
| 5Y | +26.1% | -22.8% | +48.9% | +30.9% |
| All | +26.1% | -24.2% | +50.3% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling