-29.9%
SWK vs TW
+41.2%
-71.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -1.4% | +3.9% | -5.3% | -2.0% |
| 30D | +25.5% | +19.9% | +5.5% | +21.9% |
| 3M | +11.8% | +25.9% | -14.2% | +7.6% |
| 6M | +48.7% | +21.1% | +27.6% | +43.7% |
| YTD | +57.2% | +23.9% | +33.3% | +49.8% |
| 1Y | +75.3% | +21.2% | +54.0% | +68.0% |
| 3Y | +51.9% | +44.8% | +7.2% | +29.6% |
| All | -29.9% | +41.2% | -71.1% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling