+11.5%
SWKS vs ITW
+33.4%
-21.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | +9.4% | +2.3% | +7.1% | +7.5% |
| 30D | +17.0% | +6.7% | +10.3% | +10.7% |
| 3M | +28.9% | -0.5% | +29.5% | +29.0% |
| 6M | +33.1% | +16.4% | +16.7% | +15.7% |
| YTD | +44.8% | +19.0% | +25.8% | +19.3% |
| 1Y | +36.2% | +20.2% | +16.0% | +10.5% |
| 3Y | +11.5% | +33.1% | -21.6% | -18.9% |
| All | +11.5% | +33.4% | -21.9% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling