+3.8%
ITW vs SWK
+28.2%
-24.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.9% |
| 7D | -3.6% | -0.4% | -3.1% | -3.4% |
| 30D | -9.1% | -5.7% | -3.4% | -7.2% |
| 3M | +8.2% | +24.1% | -15.9% | -0.6% |
| 6M | -4.8% | +24.7% | -29.5% | -13.2% |
| YTD | +11.0% | +33.9% | -22.9% | -1.8% |
| All | +3.8% | +28.2% | -24.4% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling