I don't have that brand SWG, but I expect it would have an o-ring at the connection that is leaking. Take it apart, remove the o-ring. Inspect the o-ring for anything that is not supposed to be there (cracks, crimps, defects). Replace if need be, or replace just to play it safe. Clean both surfaces that contact the o-ring. This step is often overlooked. If the 0-ring seats in a groove, clean the groove out well. Use a lint free cloth, and scrunch it into the groove and wipe it out. Inspect the two surfaces for any defects. Lube the o-ring properly (apply lube to your finger and rub it around onto your thumb. Pinch the o-ring between finger and thumb and pull the o-ring through your fingers for several revolutions. You're just coating the o-ring, not slathering it.) Place the o-ring carefully into the groove and tighten everything up, being careful the o-ring stays seated where it's supposed to be. Hand tight should be sufficient. You can over tighten and cause a leak that way. Tightening should be smooth. The o-ring should seat without causing any friction to the tightening (that is the actual purpose of the lube).
Good luck.