+9,052.6%
ITW vs SAN
+2,106.1%
+6,946.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.4% |
| 7D | -0.4% | +3.3% | -3.8% | -1.5% |
| 30D | -9.4% | +1.1% | -10.5% | -9.8% |
| 3M | +7.1% | +22.2% | -15.1% | +0.2% |
| 6M | -1.9% | +36.0% | -37.9% | -11.6% |
| YTD | +10.4% | +28.2% | -17.8% | +0.7% |
| 1Y | +3.3% | +54.1% | -50.8% | -11.4% |
| 3Y | +21.0% | +354.2% | -333.2% | -28.1% |
| 5Y | +36.3% | +387.3% | -351.0% | -23.3% |
| 10Y | +185.8% | +334.8% | -149.0% | +56.9% |
| All | +9,052.6% | +2,106.1% | +6,946.5% | +2,956.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling