+311.4%
TWLO vs SWK
+3.3%
+308.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.5% |
| 7D | -2.0% | -0.4% | -1.6% | -1.9% |
| 30D | +20.6% | -5.7% | +26.3% | +23.8% |
| 3M | -1.5% | +24.1% | -25.6% | -11.0% |
| 6M | +89.4% | +24.7% | +64.7% | +68.9% |
| YTD | +63.8% | +33.9% | +29.9% | +40.3% |
| 1Y | +119.7% | +34.7% | +85.0% | +86.3% |
| 3Y | +256.1% | +15.3% | +240.9% | +209.5% |
| 5Y | -36.6% | -39.3% | +2.7% | -29.4% |
| All | +311.4% | +3.3% | +308.1% | +216.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling