+171.9%
SAP vs ITW
+194.8%
-23.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.3% |
| 7D | -4.1% | -0.7% | -3.3% | -3.7% |
| 30D | +1.1% | -8.3% | +9.4% | +5.4% |
| 3M | +26.1% | +6.0% | +20.1% | +22.5% |
| 6M | +9.8% | 0.0% | +9.8% | +9.2% |
| YTD | -13.6% | +10.2% | -23.8% | -18.8% |
| 1Y | -18.7% | +3.2% | -21.9% | -21.1% |
| 3Y | +54.1% | +21.0% | +33.2% | +35.4% |
| 5Y | +54.7% | +37.9% | +16.8% | +24.9% |
| All | +171.9% | +194.8% | -23.0% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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