+6,322.2%
ITW vs STZ
+9,621.1%
-3,298.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -3.6% | -1.9% | -1.6% | -3.1% |
| 30D | -9.1% | -1.9% | -7.3% | -8.8% |
| 3M | +8.2% | -6.2% | +14.5% | +9.6% |
| 6M | -4.8% | -14.0% | +9.2% | -1.8% |
| YTD | +11.0% | -5.1% | +16.2% | +11.6% |
| 1Y | +4.2% | -9.6% | +13.8% | +5.7% |
| 3Y | +17.3% | -47.2% | +64.5% | +33.3% |
| 5Y | +33.0% | -33.6% | +66.6% | +42.9% |
| 10Y | +182.3% | -9.8% | +192.1% | +178.4% |
| All | +6,322.2% | +9,621.1% | -3,298.9% | +2,947.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling