+203.9%
ITW vs SW
+182.7%
+21.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.6% | -1.4% |
| 7D | +0.9% | +2.3% | -1.5% | +0.6% |
| 30D | +7.6% | +6.8% | +0.8% | +6.6% |
| 3M | -4.0% | -5.2% | +1.1% | -3.5% |
| 6M | +9.2% | +7.4% | +1.8% | +7.8% |
| YTD | +16.2% | +17.4% | -1.2% | +13.3% |
| 1Y | +17.9% | +27.1% | -9.2% | +13.8% |
| 3Y | +30.6% | +47.9% | -17.3% | +23.2% |
| 5Y | +35.2% | -2.6% | +37.7% | +29.5% |
| All | +203.9% | +182.7% | +21.2% | +155.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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