+13.8%
SWKS vs TW
+285.7%
-271.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | -9.2% | +7.3% | -16.5% | -11.4% |
| 30D | -1.9% | +18.6% | -20.5% | -7.7% |
| 3M | +21.2% | +24.8% | -3.6% | +11.1% |
| 6M | +12.9% | +16.1% | -3.2% | +5.1% |
| YTD | +30.7% | +19.1% | +11.7% | +19.2% |
| 1Y | +14.1% | +22.8% | -8.6% | +2.5% |
| 3Y | -1.7% | +40.4% | -42.1% | -20.6% |
| 5Y | -43.0% | +37.9% | -80.9% | -55.1% |
| All | +13.8% | +285.7% | -271.9% | -41.2% |
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