+6,444.4%
ITW vs SM
+1,670.2%
+4,774.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.6% | -4.2% | -0.9% |
| 7D | -0.4% | -0.2% | -0.3% | -0.4% |
| 30D | -9.4% | +31.5% | -40.9% | -12.4% |
| 3M | +7.1% | +17.3% | -10.2% | +4.5% |
| 6M | -1.9% | +48.5% | -50.4% | -7.5% |
| YTD | +10.4% | +106.3% | -95.8% | -0.1% |
| 1Y | +3.3% | +47.3% | -44.0% | -3.1% |
| 3Y | +21.0% | -1.4% | +22.4% | +16.5% |
| 5Y | +36.3% | +114.0% | -77.7% | +15.8% |
| 10Y | +185.8% | +12.5% | +173.3% | +100.2% |
| All | +6,444.4% | +1,670.2% | +4,774.2% | +2,791.8% |
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