+4.2%
ITW vs SAN
+58.9%
-54.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -3.6% | +1.8% | -5.3% | -3.8% |
| 30D | -9.1% | +2.0% | -11.1% | -9.4% |
| 3M | +8.2% | +19.7% | -11.5% | +5.0% |
| 6M | -4.8% | +30.6% | -35.4% | -9.2% |
| YTD | +11.0% | +28.8% | -17.8% | +3.9% |
| 1Y | +4.2% | +57.8% | -53.5% | -4.3% |
| All | +4.2% | +58.9% | -54.7% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling