+11.5%
SWKS vs TW
+44.1%
-32.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | +9.4% | +3.9% | +5.5% | +9.5% |
| 30D | +17.0% | +19.9% | -3.0% | +17.2% |
| 3M | +28.9% | +25.9% | +3.0% | +29.4% |
| 6M | +33.1% | +21.1% | +12.0% | +34.3% |
| YTD | +44.8% | +23.9% | +20.9% | +44.4% |
| 1Y | +36.2% | +21.2% | +15.0% | +36.2% |
| 3Y | +11.5% | +44.8% | -33.3% | +18.4% |
| All | +11.5% | +44.1% | -32.6% | +18.4% |
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 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