+188.3%
ITW vs SCCO
+1,104.1%
-915.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.5% | +1.2% |
| 7D | -0.7% | -2.7% | +1.9% | -0.1% |
| 30D | -8.3% | -0.7% | -7.6% | -8.6% |
| 3M | +6.0% | +8.1% | -2.1% | +2.5% |
| 6M | 0.0% | +4.1% | -4.1% | -3.5% |
| YTD | +10.2% | +41.1% | -30.9% | -4.6% |
| 1Y | +3.2% | +95.6% | -92.3% | -20.4% |
| 3Y | +21.0% | +179.3% | -158.3% | -21.3% |
| 5Y | +37.9% | +308.3% | -270.4% | -25.7% |
| All | +188.3% | +1,104.1% | -915.8% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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