+28.7%
SWK vs ITUB
+131.3%
-102.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.7% | -0.8% |
| 7D | +11.0% | +3.7% | +7.3% | +9.9% |
| 30D | +30.1% | -24.1% | +54.1% | +40.0% |
| 3M | +14.7% | -9.6% | +24.2% | +15.7% |
| 6M | +44.5% | -11.5% | +56.0% | +46.5% |
| YTD | +59.4% | +5.5% | +53.9% | +52.3% |
| 1Y | +77.5% | +9.9% | +67.7% | +67.0% |
| 3Y | +49.5% | +84.8% | -35.3% | +17.1% |
| 5Y | -24.9% | +182.6% | -207.5% | -51.4% |
| All | +28.7% | +131.3% | -102.5% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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