+6,515.3%
ITW vs SPY
+3,034.0%
+3,481.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.6% |
| 7D | +2.3% | +2.6% | -0.3% | -0.1% |
| 30D | +6.7% | -2.0% | +8.7% | +8.5% |
| 3M | -0.5% | -2.8% | +2.2% | +1.8% |
| 6M | +16.4% | +2.1% | +14.3% | +13.6% |
| YTD | +19.0% | +11.5% | +7.5% | +6.8% |
| 1Y | +20.2% | +13.5% | +6.8% | +6.1% |
| 3Y | +33.1% | +77.7% | -44.6% | -23.8% |
| 5Y | +35.7% | +72.6% | -36.9% | -20.7% |
| 10Y | +194.0% | +308.2% | -114.1% | -22.5% |
| All | +6,515.3% | +3,034.0% | +3,481.3% | +173.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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