+37.6%
ITW vs SCHG
+84.3%
-46.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | +0.7% |
| 7D | -0.7% | -1.0% | +0.3% | -0.2% |
| 30D | -8.3% | -1.3% | -7.1% | -7.8% |
| 3M | +6.0% | +5.4% | +0.6% | +3.3% |
| 6M | 0.0% | +14.4% | -14.4% | -6.6% |
| YTD | +10.2% | +8.0% | +2.2% | +5.7% |
| 1Y | +3.2% | +12.7% | -9.5% | -3.4% |
| 3Y | +21.0% | +85.6% | -64.6% | -14.6% |
| All | +37.6% | +84.3% | -46.8% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling