+718.5%
ITW vs SCHG
+1,132.2%
-413.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | +0.5% |
| 7D | -0.7% | -1.0% | +0.3% | +0.1% |
| 30D | -8.3% | -1.3% | -7.1% | -7.5% |
| 3M | +6.0% | +5.4% | +0.6% | +1.6% |
| 6M | 0.0% | +14.4% | -14.4% | -10.3% |
| YTD | +10.2% | +8.0% | +2.2% | +3.0% |
| 1Y | +3.2% | +12.7% | -9.5% | -7.2% |
| 3Y | +21.0% | +85.6% | -64.6% | -29.7% |
| 5Y | +37.9% | +85.5% | -47.6% | -22.6% |
| 10Y | +193.2% | +456.0% | -262.8% | -48.1% |
| All | +718.5% | +1,132.2% | -413.7% | -40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling