-25.2%
SWKS vs TW
+26.0%
-51.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.5% |
| 7D | +12.5% | -2.3% | +14.8% | +12.6% |
| 30D | +10.5% | +3.9% | +6.6% | +10.2% |
| 3M | -7.4% | +5.7% | -13.1% | -8.1% |
| 6M | +32.7% | -14.5% | +47.2% | +35.7% |
| YTD | +19.2% | -0.9% | +20.0% | +18.3% |
| 1Y | +2.4% | -13.5% | +15.9% | +3.9% |
| All | -25.2% | +26.0% | -51.3% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling