+3,337.7%
ITW vs SCCO
+33,085.5%
-29,747.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.5% | +1.2% |
| 7D | -0.7% | -2.7% | +1.9% | -0.2% |
| 30D | -8.3% | -0.7% | -7.6% | -8.6% |
| 3M | +6.0% | +8.1% | -2.1% | +2.7% |
| 6M | 0.0% | +4.1% | -4.1% | -3.2% |
| YTD | +10.2% | +41.1% | -30.9% | -3.0% |
| 1Y | +3.2% | +95.6% | -92.3% | -17.8% |
| 3Y | +21.0% | +179.3% | -158.3% | -15.7% |
| 5Y | +37.9% | +308.3% | -270.4% | -16.4% |
| 10Y | +193.2% | +1,090.2% | -897.0% | +26.5% |
| All | +3,337.7% | +33,085.5% | -29,747.8% | +503.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling