-37.0%
SWKS vs TW
+41.5%
-78.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.5% |
| 7D | +10.9% | +3.2% | +7.7% | +10.1% |
| 30D | +17.6% | +19.7% | -2.1% | +12.8% |
| 3M | +29.2% | +26.8% | +2.4% | +21.6% |
| 6M | +37.0% | +20.9% | +16.1% | +29.7% |
| YTD | +44.9% | +22.9% | +22.1% | +35.2% |
| 1Y | +33.8% | +20.4% | +13.5% | +25.7% |
| 3Y | +10.2% | +42.9% | -32.7% | -8.5% |
| 5Y | -37.0% | +40.2% | -77.2% | -53.5% |
| All | -37.0% | +41.5% | -78.5% | -53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling