+9,731.1%
ITW vs STT
+6,617.4%
+3,113.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +0.5% | +5.1% | -4.7% | -1.1% |
| 30D | +7.7% | -0.2% | +7.9% | +7.7% |
| 3M | -1.3% | -8.1% | +6.8% | +1.1% |
| 6M | +15.5% | +16.6% | -1.2% | +9.7% |
| YTD | +18.6% | +37.8% | -19.2% | +6.7% |
| 1Y | +19.8% | +46.8% | -27.0% | +5.7% |
| 3Y | +32.5% | +181.2% | -148.6% | -4.8% |
| 5Y | +35.3% | +105.1% | -69.8% | +4.3% |
| 10Y | +193.2% | +202.3% | -9.1% | +94.0% |
| All | +9,731.1% | +6,617.4% | +3,113.7% | +2,318.5% |
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