+17.5%
SWK vs TW
+26.0%
-8.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.9% |
| 7D | -0.4% | -2.3% | +1.9% | -0.5% |
| 30D | -5.7% | +3.9% | -9.6% | -5.6% |
| 3M | +24.1% | +5.7% | +18.4% | +24.3% |
| 6M | +24.7% | -14.5% | +39.2% | +26.0% |
| YTD | +33.9% | -0.9% | +34.8% | +33.7% |
| 1Y | +34.7% | -13.5% | +48.2% | +35.2% |
| All | +17.5% | +26.0% | -8.5% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling