+188.3%
ITW vs SM
+23.0%
+165.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -0.7% | +4.6% | -5.3% | -1.1% |
| 30D | -8.3% | +18.2% | -26.5% | -9.6% |
| 3M | +6.0% | +22.5% | -16.5% | +3.9% |
| 6M | 0.0% | +50.6% | -50.6% | -4.2% |
| YTD | +10.2% | +108.1% | -97.9% | +2.5% |
| 1Y | +3.2% | +46.0% | -42.8% | -1.3% |
| 3Y | +21.0% | +2.9% | +18.1% | +17.3% |
| 5Y | +37.9% | +112.6% | -74.7% | +24.0% |
| All | +188.3% | +23.0% | +165.3% | +120.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling