+31.0%
SWKS vs ITW
+185.4%
-154.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.4% | +2.3% |
| 7D | +11.8% | -0.4% | +12.3% | +12.2% |
| 30D | +6.7% | -9.4% | +16.2% | +15.4% |
| 3M | 0.0% | +7.1% | -7.1% | -6.0% |
| 6M | +38.7% | -1.9% | +40.6% | +38.6% |
| YTD | +21.4% | +10.4% | +10.9% | +9.6% |
| 1Y | +2.9% | +3.3% | -0.4% | -2.0% |
| 3Y | -16.4% | +21.0% | -37.4% | -29.5% |
| 5Y | -51.2% | +36.3% | -87.5% | -62.8% |
| 10Y | +31.0% | +185.8% | -154.8% | -44.2% |
| All | +31.0% | +185.4% | -154.4% | -44.2% |
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