+22.9%
ITW vs SM
+70.4%
-47.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -15.3% | +17.7% | +1.2% |
| 7D | +6.3% | -21.5% | +27.8% | +4.6% |
| 30D | +11.1% | -11.4% | +22.5% | +10.1% |
| 3M | +0.1% | +0.6% | -0.5% | +0.2% |
| 6M | +18.1% | +0.2% | +17.8% | +18.5% |
| YTD | +21.4% | +69.7% | -48.3% | +13.6% |
| 1Y | +22.9% | +71.6% | -48.7% | +15.1% |
| All | +22.9% | +70.4% | -47.5% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling