+3.8%
SWK vs TW
+287.8%
-284.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.7% |
| 7D | +10.7% | +3.4% | +7.3% | +9.6% |
| 30D | +33.3% | +15.5% | +17.9% | +27.7% |
| 3M | +14.7% | +25.1% | -10.5% | +6.8% |
| 6M | +48.5% | +18.2% | +30.3% | +39.5% |
| YTD | +63.9% | +19.7% | +44.2% | +51.6% |
| 1Y | +80.4% | +18.1% | +62.3% | +67.6% |
| 3Y | +58.1% | +40.5% | +17.6% | +29.7% |
| 5Y | -24.5% | +37.1% | -61.6% | -38.9% |
| All | +3.8% | +287.8% | -284.0% | -47.8% |
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