+2.4%
SWK vs TW
+291.9%
-289.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.7% |
| 7D | +11.3% | +3.1% | +8.2% | +10.3% |
| 30D | +31.5% | +16.7% | +14.8% | +25.5% |
| 3M | +14.4% | +25.2% | -10.7% | +6.6% |
| 6M | +46.4% | +19.5% | +27.0% | +37.1% |
| YTD | +61.6% | +21.0% | +40.6% | +48.9% |
| 1Y | +78.7% | +19.0% | +59.8% | +65.7% |
| 3Y | +54.4% | +40.7% | +13.7% | +26.8% |
| 5Y | -25.3% | +40.1% | -65.5% | -40.1% |
| All | +2.4% | +291.9% | -289.6% | -48.7% |
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