+36.0%
ITW vs S
-56.8%
+92.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -3.6% | -7.7% | +4.1% | -3.1% |
| 30D | -9.1% | -5.3% | -3.8% | -8.9% |
| 3M | +8.2% | +20.3% | -12.0% | +6.7% |
| 6M | -4.8% | +47.4% | -52.1% | -7.7% |
| YTD | +11.0% | +32.5% | -21.5% | +8.3% |
| 1Y | +4.2% | +9.5% | -5.3% | +2.8% |
| 3Y | +17.3% | +15.5% | +1.8% | +13.6% |
| 5Y | +33.0% | -71.2% | +104.2% | +28.9% |
| All | +36.0% | -56.8% | +92.7% | +35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling