-15.2%
SWK vs TW
+221.1%
-236.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.6% |
| 7D | -0.4% | -2.3% | +1.9% | +0.2% |
| 30D | -5.7% | +3.9% | -9.6% | -6.9% |
| 3M | +24.1% | +5.7% | +18.4% | +20.7% |
| 6M | +24.7% | -14.5% | +39.2% | +29.5% |
| YTD | +33.9% | -0.9% | +34.8% | +31.4% |
| 1Y | +34.7% | -13.5% | +48.2% | +38.5% |
| 3Y | +15.3% | +25.0% | -9.7% | -3.0% |
| 5Y | -39.3% | +22.7% | -62.0% | -49.8% |
| All | -15.2% | +221.1% | -236.3% | -54.8% |
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 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