+37.6%
ITW vs SNY
+9.4%
+28.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -0.7% | -3.3% | +2.6% | -0.1% |
| 30D | -8.3% | -2.2% | -6.2% | -8.0% |
| 3M | +6.0% | -3.0% | +9.1% | +6.5% |
| 6M | 0.0% | +2.7% | -2.7% | -0.6% |
| YTD | +10.2% | -6.8% | +17.1% | +11.4% |
| 1Y | +3.2% | -5.3% | +8.5% | +3.8% |
| 3Y | +21.0% | -9.8% | +30.8% | +21.6% |
| All | +37.6% | +9.4% | +28.1% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 5y: compounded portfolio wealth divided by compounded SNY 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…
5y analysis · Full analysis span regression · 6 months rolling