+2,448.5%
SAP vs ITW
+3,305.3%
-856.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.2% |
| 7D | +0.6% | +2.3% | -1.7% | -0.6% |
| 30D | +6.5% | +6.7% | -0.2% | +2.9% |
| 3M | +12.2% | -0.5% | +12.8% | +12.3% |
| 6M | +46.1% | +16.4% | +29.7% | +34.3% |
| YTD | -1.6% | +19.0% | -20.6% | -11.6% |
| 1Y | -5.1% | +20.2% | -25.3% | -15.4% |
| 3Y | +68.4% | +33.1% | +35.3% | +40.3% |
| 5Y | +79.4% | +35.7% | +43.7% | +46.6% |
| 10Y | +230.5% | +194.0% | +36.4% | +71.7% |
| All | +2,448.5% | +3,305.3% | -856.8% | +343.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling