+293.9%
SWK vs ITUB
+1,920.1%
-1,626.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.2% |
| 7D | -0.4% | +8.7% | -9.2% | -3.0% |
| 30D | -5.7% | -0.7% | -5.0% | -5.7% |
| 3M | +24.1% | +7.8% | +16.3% | +20.8% |
| 6M | +24.7% | -3.4% | +28.1% | +25.5% |
| YTD | +33.9% | +16.3% | +17.7% | +27.0% |
| 1Y | +34.7% | +29.8% | +4.9% | +23.1% |
| 3Y | +15.3% | +111.1% | -95.8% | -10.8% |
| 5Y | -39.3% | +173.6% | -212.8% | -58.5% |
| 10Y | +2.5% | +193.2% | -190.8% | -36.9% |
| All | +293.9% | +1,920.1% | -1,626.2% | +44.5% |
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