+30.6%
ITW vs SW
+39.0%
-8.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.6% | -1.3% |
| 7D | +0.9% | +2.3% | -1.5% | +0.4% |
| 30D | +7.6% | +6.8% | +0.8% | +6.0% |
| 3M | -4.0% | -5.2% | +1.1% | -3.1% |
| 6M | +9.2% | +7.4% | +1.8% | +6.8% |
| YTD | +16.2% | +17.4% | -1.2% | +11.1% |
| 1Y | +17.9% | +27.1% | -9.2% | +10.9% |
| 3Y | +30.6% | +47.9% | -17.3% | +24.4% |
| All | +30.6% | +39.0% | -8.4% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling