+23.8%
SWKS vs ITW
+19.9%
+3.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.3% |
| 7D | -2.7% | -1.1% | -1.6% | -2.5% |
| 30D | +8.5% | +8.6% | -0.1% | +6.0% |
| 3M | +17.3% | -2.7% | +20.0% | +18.4% |
| 6M | +25.1% | +14.0% | +11.1% | +20.4% |
| YTD | +33.3% | +18.6% | +14.7% | +21.9% |
| All | +23.8% | +19.9% | +3.8% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling