+9.4%
ITW vs SN
+447.8%
-438.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.3% |
| 7D | -0.7% | -7.3% | +6.5% | +0.4% |
| 30D | -8.3% | -13.6% | +5.3% | -6.4% |
| 3M | +6.0% | +18.6% | -12.6% | +3.2% |
| 6M | 0.0% | +46.0% | -46.0% | -6.0% |
| YTD | +10.2% | +43.7% | -33.5% | +3.7% |
| 1Y | +3.2% | +39.2% | -36.0% | -2.7% |
| 3Y | +21.0% | +306.5% | -285.5% | +3.9% |
| All | +9.4% | +447.8% | -438.5% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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