+32.7%
ITW vs SWK
+50.4%
-17.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.6% | +0.1% |
| 7D | +0.5% | -2.0% | +2.4% | +1.1% |
| 30D | +7.7% | +24.6% | -16.9% | -0.4% |
| 3M | -1.3% | +10.8% | -12.1% | -5.1% |
| 6M | +15.5% | +46.1% | -30.6% | +0.6% |
| YTD | +18.6% | +56.8% | -38.2% | +0.2% |
| 1Y | +19.8% | +72.7% | -52.9% | -2.1% |
| All | +32.7% | +50.4% | -17.6% | +9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling