-0.6%
SWK vs TW
+298.0%
-298.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.5% |
| 7D | -2.0% | +3.2% | -5.2% | -2.9% |
| 30D | +24.6% | +19.7% | +4.9% | +18.0% |
| 3M | +10.8% | +26.8% | -16.0% | +2.8% |
| 6M | +46.1% | +20.9% | +25.2% | +36.3% |
| YTD | +56.8% | +22.9% | +34.0% | +43.9% |
| 1Y | +72.7% | +20.4% | +52.4% | +59.6% |
| 3Y | +49.9% | +42.9% | +7.0% | +22.5% |
| 5Y | -30.9% | +40.2% | -71.1% | -44.5% |
| All | -0.6% | +298.0% | -298.7% | -50.5% |
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