+371.9%
SWK vs ITUB
+1,772.8%
-1,401.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.4% |
| 7D | -2.3% | +3.7% | -6.0% | -3.4% |
| 30D | +30.4% | -24.9% | +55.3% | +40.9% |
| 3M | +12.1% | +0.8% | +11.4% | +9.8% |
| 6M | +49.1% | -6.6% | +55.7% | +48.9% |
| YTD | +60.4% | +7.8% | +52.6% | +52.9% |
| 1Y | +78.3% | +7.4% | +71.0% | +69.8% |
| 3Y | +53.3% | +78.8% | -25.5% | +22.9% |
| 5Y | -27.0% | +179.9% | -206.8% | -51.1% |
| 10Y | +20.8% | +170.9% | -150.1% | -24.6% |
| All | +371.9% | +1,772.8% | -1,401.0% | +74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling