+188.3%
ITW vs STT
+271.9%
-83.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.6% |
| 7D | -0.7% | -0.4% | -0.3% | -0.5% |
| 30D | -8.3% | +1.7% | -10.1% | -9.1% |
| 3M | +6.0% | +17.9% | -11.9% | -1.7% |
| 6M | 0.0% | +55.3% | -55.3% | -17.9% |
| YTD | +10.2% | +52.7% | -42.4% | -9.3% |
| 1Y | +3.2% | +75.7% | -72.4% | -20.4% |
| 3Y | +21.0% | +197.9% | -176.9% | -27.2% |
| 5Y | +37.9% | +158.8% | -120.8% | -15.8% |
| All | +188.3% | +271.9% | -83.6% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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