+35.0%
ITW vs STZ
-38.0%
+73.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.9% |
| 7D | -1.9% | -6.0% | +4.1% | -0.1% |
| 30D | -10.4% | -8.9% | -1.5% | -8.0% |
| 3M | +3.5% | -12.6% | +16.1% | +7.4% |
| 6M | -3.4% | -17.2% | +13.8% | +1.5% |
| YTD | +8.5% | -10.0% | +18.5% | +10.3% |
| 1Y | +3.2% | -14.3% | +17.5% | +6.4% |
| 3Y | +18.9% | -49.9% | +68.8% | +45.7% |
| 5Y | +35.0% | -38.2% | +73.3% | +44.9% |
| All | +35.0% | -38.0% | +73.0% | +44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling