+37.2%
ITW vs SWK
-38.7%
+75.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.3% |
| 3M | +8.2% | +24.1% | -15.9% | -0.3% |
| 6M | -4.8% | +24.7% | -29.5% | -12.9% |
| YTD | +11.0% | +33.9% | -22.9% | -1.2% |
| 1Y | +4.2% | +34.7% | -30.4% | -7.9% |
| 3Y | +17.3% | +15.3% | +2.0% | +5.4% |
| All | +37.2% | -38.7% | +75.9% | +50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling