+185.4%
ITW vs SW
+147.8%
+37.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.8% | -0.7% |
| 7D | -3.6% | -5.1% | +1.5% | -2.9% |
| 30D | -9.1% | -4.6% | -4.6% | -8.6% |
| 3M | +8.2% | +9.4% | -1.2% | +6.8% |
| 6M | -4.8% | +3.5% | -8.3% | -5.6% |
| YTD | +11.0% | +22.0% | -11.0% | +7.8% |
| 1Y | +4.2% | +2.2% | +2.0% | +3.1% |
| 3Y | +17.3% | +19.6% | -2.3% | +12.8% |
| 5Y | +33.0% | -2.3% | +35.3% | +27.3% |
| All | +185.4% | +147.8% | +37.6% | +135.7% |
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