+9,101.3%
ITW vs STT
+7,372.9%
+1,728.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | -3.6% | +0.5% | -4.0% | -3.7% |
| 30D | -9.1% | +3.9% | -13.0% | -10.2% |
| 3M | +8.2% | +20.0% | -11.7% | +2.1% |
| 6M | -4.8% | +55.3% | -60.1% | -17.1% |
| YTD | +11.0% | +53.3% | -42.3% | -3.2% |
| 1Y | +4.2% | +74.7% | -70.5% | -12.9% |
| 3Y | +17.3% | +205.8% | -188.6% | -18.0% |
| 5Y | +33.0% | +145.0% | -112.0% | -2.9% |
| 10Y | +182.3% | +266.0% | -83.7% | +76.7% |
| All | +9,101.3% | +7,372.9% | +1,728.4% | +2,093.3% |
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