+188.3%
ITW vs SCHG
+459.0%
-270.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | +0.6% |
| 7D | -0.7% | -1.0% | +0.3% | -0.1% |
| 30D | -8.3% | -1.3% | -7.1% | -7.6% |
| 3M | +6.0% | +5.4% | +0.6% | +2.3% |
| 6M | 0.0% | +14.4% | -14.4% | -8.8% |
| YTD | +10.2% | +8.0% | +2.2% | +4.1% |
| 1Y | +3.2% | +12.7% | -9.5% | -5.7% |
| 3Y | +21.0% | +85.6% | -64.6% | -23.8% |
| 5Y | +37.9% | +85.5% | -47.6% | -15.3% |
| All | +188.3% | +459.0% | -270.7% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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