+196.2%
ITW vs SW
+184.4%
+11.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +0.5% | +2.2% | -1.7% | +0.2% |
| 30D | +9.1% | +7.4% | +1.6% | +8.0% |
| 3M | -1.6% | -5.9% | +4.4% | -0.9% |
| 6M | +14.5% | +9.0% | +5.5% | +12.9% |
| YTD | +19.2% | +18.1% | +1.1% | +16.1% |
| 1Y | +20.9% | +28.7% | -7.7% | +16.6% |
| 3Y | +33.1% | +48.8% | -15.7% | +25.5% |
| 5Y | +38.2% | +2.5% | +35.7% | +31.6% |
| 10Y | +196.2% | +184.4% | +11.7% | +148.0% |
| All | +196.2% | +184.4% | +11.7% | +148.0% |
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