-41.9%
SWKS vs ITW
+38.6%
-80.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | -0.9% |
| 7D | -2.7% | -1.1% | -1.6% | -2.0% |
| 30D | +8.5% | +8.6% | -0.1% | +0.9% |
| 3M | +17.3% | -2.7% | +20.0% | +19.3% |
| 6M | +25.1% | +14.0% | +11.1% | +10.5% |
| YTD | +33.3% | +18.6% | +14.7% | +11.2% |
| 1Y | +22.9% | +19.8% | +3.1% | +1.3% |
| 3Y | +5.5% | +34.8% | -29.3% | -21.8% |
| 5Y | -41.9% | +37.5% | -79.4% | -61.7% |
| All | -41.9% | +38.6% | -80.5% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling