+31.4%
SWKS vs ITW
+205.7%
-174.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +2.4% |
| 7D | -6.2% | +0.9% | -7.0% | -7.1% |
| 30D | -1.5% | +7.6% | -9.1% | -7.4% |
| 3M | +23.0% | -4.0% | +27.0% | +26.3% |
| 6M | +27.6% | +9.2% | +18.4% | +17.5% |
| YTD | +32.3% | +16.2% | +16.1% | +14.1% |
| 1Y | +20.1% | +17.9% | +2.2% | +2.2% |
| 3Y | +0.6% | +30.6% | -29.9% | -20.5% |
| 5Y | -42.3% | +35.2% | -77.5% | -56.1% |
| All | +31.4% | +205.7% | -174.3% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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