+183.3%
SW vs TRU
+172.9%
+10.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.4% |
| 7D | +1.8% | +4.9% | -3.1% | +0.6% |
| 30D | +7.0% | +26.9% | -19.9% | +0.8% |
| 3M | -7.6% | +4.0% | -11.7% | -8.9% |
| 6M | +8.5% | +15.8% | -7.3% | +4.1% |
| YTD | +17.7% | -2.6% | +20.3% | +16.7% |
| 1Y | +27.1% | +3.9% | +23.2% | +24.2% |
| 3Y | +48.2% | +59.2% | -11.0% | +35.0% |
| 5Y | -2.3% | -25.7% | +23.3% | -3.8% |
| 10Y | +183.3% | +179.3% | +4.0% | +138.8% |
| All | +183.3% | +172.9% | +10.4% | +138.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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