+1.3%
SWK vs TW
+285.7%
-284.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.7% |
| 7D | +11.3% | +7.3% | +4.0% | +8.9% |
| 30D | +28.1% | +18.6% | +9.5% | +21.7% |
| 3M | +12.6% | +24.8% | -12.2% | +5.0% |
| 6M | +51.7% | +16.1% | +35.7% | +43.4% |
| YTD | +60.0% | +19.1% | +40.9% | +48.2% |
| 1Y | +72.7% | +22.8% | +49.9% | +58.0% |
| 3Y | +46.3% | +40.4% | +5.9% | +20.0% |
| 5Y | -24.6% | +37.9% | -62.5% | -39.2% |
| All | +1.3% | +285.7% | -284.4% | -49.0% |
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