+15.1%
SWKS vs TW
+286.2%
-271.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -6.2% | +4.2% | -10.4% | -7.5% |
| 30D | -1.5% | +18.9% | -20.4% | -7.4% |
| 3M | +23.0% | +23.8% | -0.8% | +13.0% |
| 6M | +27.6% | +17.0% | +10.6% | +18.4% |
| YTD | +32.3% | +19.2% | +13.1% | +20.6% |
| 1Y | +20.1% | +20.1% | 0.0% | +9.0% |
| 3Y | +0.6% | +40.5% | -39.9% | -18.8% |
| 5Y | -42.3% | +38.0% | -80.4% | -54.6% |
| All | +15.1% | +286.2% | -271.1% | -40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling