+21.0%
ITW vs SAN
+352.3%
-331.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.1% | +0.6% |
| 7D | -0.7% | +0.2% | -0.9% | -0.8% |
| 30D | -8.3% | +0.9% | -9.3% | -8.5% |
| 3M | +6.0% | +19.1% | -13.1% | +1.8% |
| 6M | 0.0% | +33.2% | -33.2% | -6.6% |
| YTD | +10.2% | +29.1% | -18.9% | +2.8% |
| 1Y | +3.2% | +50.2% | -47.0% | -7.4% |
| 3Y | +21.0% | +351.0% | -330.1% | -18.4% |
| All | +21.0% | +352.3% | -331.3% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling