+9,532.2%
ITW vs SWK
+1,536.3%
+7,995.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | +0.9% | +11.0% | -10.2% | -4.0% |
| 30D | +7.6% | +30.1% | -22.5% | -4.5% |
| 3M | -4.0% | +14.7% | -18.7% | -10.2% |
| 6M | +9.2% | +44.5% | -35.3% | -8.2% |
| YTD | +16.2% | +59.4% | -43.1% | -7.1% |
| 1Y | +17.9% | +77.5% | -59.6% | -10.3% |
| 3Y | +30.6% | +49.5% | -18.9% | +1.7% |
| 5Y | +35.2% | -24.9% | +60.1% | +37.1% |
| 10Y | +212.2% | +31.8% | +180.5% | +134.1% |
| All | +9,532.2% | +1,536.3% | +7,995.9% | +2,558.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling