+2.9%
SWKS vs TW
-13.1%
+16.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.0% | +4.9% | +1.5% |
| 7D | +11.8% | -3.5% | +15.3% | +11.4% |
| 30D | +6.7% | +0.5% | +6.2% | +6.7% |
| 3M | 0.0% | +4.9% | -4.9% | +0.1% |
| 6M | +38.7% | -17.1% | +55.8% | +41.1% |
| YTD | +21.4% | -3.9% | +25.2% | +19.2% |
| 1Y | +2.9% | -13.3% | +16.2% | +0.4% |
| All | +2.9% | -13.1% | +16.0% | +0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling