+188.3%
ITW vs SYY
+116.5%
+71.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.7% |
| 7D | -0.7% | +3.9% | -4.7% | -2.2% |
| 30D | -8.3% | -1.7% | -6.6% | -7.8% |
| 3M | +6.0% | +5.2% | +0.9% | +3.9% |
| 6M | 0.0% | -0.2% | +0.2% | -0.7% |
| YTD | +10.2% | +15.4% | -5.1% | +3.3% |
| 1Y | +3.2% | +5.6% | -2.4% | 0.0% |
| 3Y | +21.0% | +28.9% | -7.9% | +7.8% |
| 5Y | +37.9% | +24.1% | +13.9% | +23.5% |
| All | +188.3% | +116.5% | +71.8% | +106.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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