+47.9%
SW vs TRU
+65.0%
-17.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.1% | -0.1% |
| 7D | +2.3% | +5.7% | -3.4% | +0.1% |
| 30D | +6.8% | +29.2% | -22.4% | -4.0% |
| 3M | -5.2% | +2.7% | -7.8% | -6.8% |
| 6M | +7.4% | +15.2% | -7.8% | +0.1% |
| YTD | +17.4% | -4.9% | +22.3% | +17.1% |
| 1Y | +27.1% | +3.4% | +23.7% | +22.2% |
| 3Y | +47.9% | +63.2% | -15.3% | +36.6% |
| All | +47.9% | +65.0% | -17.1% | +36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling