+123.9%
SBUX vs ITW
+194.8%
-70.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -1.1% |
| 7D | -5.5% | -0.7% | -4.8% | -5.1% |
| 30D | -8.5% | -8.3% | -0.1% | -3.9% |
| 3M | -2.9% | +6.0% | -8.9% | -6.5% |
| 6M | -1.5% | 0.0% | -1.5% | -2.2% |
| YTD | +19.4% | +10.2% | +9.2% | +11.8% |
| 1Y | +22.9% | +3.2% | +19.7% | +19.4% |
| 3Y | +11.3% | +21.0% | -9.7% | -1.7% |
| 5Y | -6.9% | +37.9% | -44.8% | -24.5% |
| All | +123.9% | +194.8% | -70.9% | +25.7% |
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