+8,438.8%
USB vs SWK
+1,275.2%
+7,163.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.2% |
| 3M | +15.2% | +24.1% | -8.8% | +3.7% |
| 6M | +18.8% | +24.7% | -5.9% | +5.9% |
| YTD | +21.0% | +33.9% | -12.9% | +4.1% |
| 1Y | +34.0% | +34.7% | -0.7% | +14.2% |
| 3Y | +95.3% | +15.3% | +80.0% | +71.9% |
| 5Y | +40.4% | -39.3% | +79.7% | +58.4% |
| 10Y | +107.3% | +2.5% | +104.8% | +76.1% |
| All | +8,438.8% | +1,275.2% | +7,163.7% | +2,522.9% |
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 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