+21.0%
ITW vs SU
+120.0%
-99.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.3% | +1.1% |
| 7D | -0.7% | +2.2% | -3.0% | -1.0% |
| 30D | -8.3% | +8.4% | -16.8% | -9.4% |
| 3M | +6.0% | +12.1% | -6.1% | +4.2% |
| 6M | 0.0% | +19.7% | -19.7% | -4.0% |
| YTD | +10.2% | +58.4% | -48.2% | -0.9% |
| 1Y | +3.2% | +67.2% | -64.0% | -8.4% |
| 3Y | +21.0% | +125.0% | -104.1% | +0.1% |
| All | +21.0% | +120.0% | -99.0% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 3y: compounded portfolio wealth divided by compounded SU 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…
3y analysis · Full analysis span regression · 6 months rolling