+6,948.5%
ITW vs SM
+1,434.4%
+5,514.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +2.3% | +9.4% | -7.1% | +1.2% |
| 30D | +6.7% | -14.4% | +21.1% | +8.2% |
| 3M | -0.5% | +1.6% | -2.1% | -1.3% |
| 6M | +16.4% | +6.3% | +10.1% | +14.1% |
| YTD | +19.0% | +78.8% | -59.8% | +8.8% |
| 1Y | +20.2% | +83.1% | -62.9% | +9.6% |
| 3Y | +33.1% | -5.9% | +39.0% | +28.4% |
| 5Y | +35.7% | +4.8% | +30.9% | +25.1% |
| 10Y | +194.0% | +17.5% | +176.5% | +103.6% |
| All | +6,948.5% | +1,434.4% | +5,514.1% | +3,049.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling