+203.9%
ITW vs SWK
+29.6%
+174.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | +0.9% | +11.0% | -10.2% | -4.1% |
| 30D | +7.6% | +30.1% | -22.5% | -4.8% |
| 3M | -4.0% | +14.7% | -18.7% | -10.3% |
| 6M | +9.2% | +44.5% | -35.3% | -8.7% |
| YTD | +16.2% | +59.4% | -43.1% | -7.9% |
| 1Y | +17.9% | +77.5% | -59.6% | -11.3% |
| 3Y | +30.6% | +49.5% | -18.9% | +0.4% |
| 5Y | +35.2% | -24.9% | +60.1% | +41.7% |
| All | +203.9% | +29.6% | +174.3% | +123.9% |
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