+21.0%
ITW vs SYY
+29.1%
-8.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.7% |
| 7D | -0.7% | +3.9% | -4.7% | -2.1% |
| 30D | -8.3% | -1.7% | -6.6% | -7.8% |
| 3M | +6.0% | +5.2% | +0.9% | +4.1% |
| 6M | 0.0% | -0.2% | +0.2% | -0.5% |
| YTD | +10.2% | +15.4% | -5.1% | +3.1% |
| 1Y | +3.2% | +5.6% | -2.4% | +0.2% |
| 3Y | +21.0% | +28.9% | -7.9% | +8.8% |
| All | +21.0% | +29.1% | -8.2% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling