+37.3%
ITW vs SW
-1.6%
+38.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.5% |
| 7D | +1.4% | +4.7% | -3.2% | +0.8% |
| 30D | +6.8% | +5.0% | +1.8% | +6.1% |
| 3M | -3.4% | -7.3% | +3.9% | -2.5% |
| 6M | +13.5% | +15.0% | -1.4% | +11.0% |
| YTD | +18.1% | +18.5% | -0.4% | +14.8% |
| 1Y | +19.4% | +27.1% | -7.7% | +15.1% |
| 3Y | +31.5% | +49.3% | -17.8% | +25.5% |
| 5Y | +37.3% | -1.6% | +38.9% | +27.7% |
| All | +37.3% | -1.6% | +38.9% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling