-25.3%
SWK vs TRU
-26.8%
+1.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.6% |
| 7D | +11.0% | +5.7% | +5.3% | +8.4% |
| 30D | +30.1% | +29.2% | +0.8% | +15.1% |
| 3M | +14.7% | +2.7% | +12.0% | +12.4% |
| 6M | +44.5% | +15.2% | +29.3% | +32.4% |
| YTD | +59.4% | -4.9% | +64.2% | +57.7% |
| 1Y | +77.5% | +3.4% | +74.1% | +68.1% |
| 3Y | +49.5% | +63.2% | -13.7% | +12.2% |
| All | -25.3% | -26.8% | +1.5% | -20.4% |
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