+16.0%
SWKS vs TW
+287.8%
-271.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -2.7% | +3.4% | -6.2% | -3.9% |
| 30D | +8.5% | +15.5% | -7.0% | +3.1% |
| 3M | +17.3% | +25.1% | -7.8% | +7.4% |
| 6M | +25.1% | +18.2% | +6.9% | +15.7% |
| YTD | +33.3% | +19.7% | +13.6% | +21.4% |
| 1Y | +22.9% | +18.1% | +4.8% | +12.4% |
| 3Y | +5.5% | +40.5% | -35.0% | -14.8% |
| 5Y | -41.9% | +37.1% | -79.0% | -54.1% |
| All | +16.0% | +287.8% | -271.7% | -40.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling