+8,007.1%
SWKS vs ITW
+9,591.0%
-1,583.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.9% |
| 7D | +12.5% | -3.6% | +16.1% | +15.0% |
| 30D | +10.5% | -9.1% | +19.6% | +17.4% |
| 3M | -7.4% | +8.2% | -15.6% | -12.3% |
| 6M | +32.7% | -4.8% | +37.4% | +35.3% |
| YTD | +19.2% | +11.0% | +8.1% | +10.0% |
| 1Y | +2.4% | +4.2% | -1.9% | -1.7% |
| 3Y | -25.6% | +17.3% | -42.9% | -32.9% |
| 5Y | -53.4% | +33.0% | -86.4% | -61.1% |
| 10Y | +23.2% | +182.3% | -159.2% | -35.1% |
| All | +8,007.1% | +9,591.0% | -1,583.9% | +1,272.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling