+188.3%
ITW vs SAN
+357.1%
-168.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.1% | +0.4% |
| 7D | -0.7% | +0.2% | -0.9% | -0.8% |
| 30D | -8.3% | +0.9% | -9.3% | -8.6% |
| 3M | +6.0% | +19.1% | -13.1% | -0.3% |
| 6M | 0.0% | +33.2% | -33.2% | -9.9% |
| YTD | +10.2% | +29.1% | -18.9% | -0.4% |
| 1Y | +3.2% | +50.2% | -47.0% | -11.8% |
| 3Y | +21.0% | +351.0% | -330.1% | -31.9% |
| 5Y | +37.9% | +394.7% | -356.8% | -28.0% |
| All | +188.3% | +357.1% | -168.8% | +50.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling