+9,757.5%
ITW vs STT
+6,607.8%
+3,149.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +2.3% | +4.8% | -2.4% | +0.9% |
| 30D | +6.7% | +3.9% | +2.8% | +5.4% |
| 3M | -0.5% | -8.2% | +7.6% | +1.9% |
| 6M | +16.4% | +15.6% | +0.8% | +10.9% |
| YTD | +19.0% | +37.6% | -18.7% | +7.1% |
| 1Y | +20.2% | +50.1% | -29.9% | +5.3% |
| 3Y | +33.1% | +183.1% | -150.0% | -4.6% |
| 5Y | +35.7% | +104.8% | -69.1% | +4.7% |
| 10Y | +194.0% | +201.9% | -7.9% | +94.6% |
| All | +9,757.5% | +6,607.8% | +3,149.7% | +2,326.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling