+188.3%
ITW vs STZ
-11.3%
+199.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.5% |
| 7D | -0.7% | -4.5% | +3.7% | +0.9% |
| 30D | -8.3% | -8.6% | +0.3% | -5.4% |
| 3M | +6.0% | -13.8% | +19.8% | +11.6% |
| 6M | 0.0% | -17.2% | +17.1% | +6.3% |
| YTD | +10.2% | -9.4% | +19.6% | +12.4% |
| 1Y | +3.2% | -11.9% | +15.1% | +6.1% |
| 3Y | +21.0% | -49.6% | +70.6% | +52.5% |
| 5Y | +37.9% | -37.2% | +75.1% | +56.3% |
| All | +188.3% | -11.3% | +199.6% | +175.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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