+1.0%
SWK vs TW
+286.2%
-285.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +11.0% | +4.2% | +6.8% | +9.7% |
| 30D | +30.1% | +18.9% | +11.1% | +23.4% |
| 3M | +14.7% | +23.8% | -9.1% | +7.2% |
| 6M | +44.5% | +17.0% | +27.5% | +36.2% |
| YTD | +59.4% | +19.2% | +40.1% | +47.6% |
| 1Y | +77.5% | +20.1% | +57.4% | +63.9% |
| 3Y | +49.5% | +40.5% | +9.0% | +22.6% |
| 5Y | -24.9% | +38.0% | -62.9% | -39.5% |
| All | +1.0% | +286.2% | -285.2% | -49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling