-17.5%
SWK vs TW
+211.4%
-229.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.0% | +0.2% | -1.9% |
| 7D | +0.1% | -3.5% | +3.6% | +1.2% |
| 30D | -8.9% | +0.5% | -9.4% | -9.1% |
| 3M | +20.5% | +4.9% | +15.6% | +17.5% |
| 6M | +27.1% | -17.1% | +44.2% | +33.3% |
| YTD | +30.2% | -3.9% | +34.0% | +28.9% |
| 1Y | +24.8% | -13.3% | +38.0% | +28.0% |
| 3Y | +16.3% | +20.9% | -4.6% | -1.1% |
| 5Y | -40.1% | +20.5% | -60.6% | -50.3% |
| All | -17.5% | +211.4% | -229.0% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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