-29.9%
SWK vs TRU
-26.5%
-3.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | +25.5% | +21.3% | +4.1% | +14.4% |
| 3M | +11.8% | +0.2% | +11.5% | +10.8% |
| 6M | +48.7% | +22.4% | +26.3% | +32.4% |
| YTD | +57.2% | -4.8% | +62.0% | +55.5% |
| 1Y | +75.3% | -0.2% | +75.4% | +69.2% |
| 3Y | +51.9% | +57.9% | -6.0% | +15.8% |
| All | -29.9% | -26.5% | -3.4% | -25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling