+45.7%
ITW vs S
-51.7%
+97.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +2.3% | +2.0% | +0.4% | +2.2% |
| 30D | +6.7% | -2.7% | +9.4% | +6.7% |
| 3M | -0.5% | -6.9% | +6.3% | -0.5% |
| 6M | +16.4% | +38.1% | -21.7% | +13.3% |
| YTD | +19.0% | +48.0% | -29.0% | +14.8% |
| 1Y | +20.2% | +34.5% | -14.3% | +16.7% |
| 3Y | +33.1% | +38.3% | -5.2% | +27.2% |
| 5Y | +35.7% | -70.9% | +106.6% | +30.6% |
| All | +45.7% | -51.7% | +97.4% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling