+40,499.4%
SBUX vs ITW
+6,773.5%
+33,725.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.0% |
| 7D | -6.3% | -1.9% | -4.4% | -5.3% |
| 30D | -3.9% | -10.4% | +6.5% | +1.8% |
| 3M | +3.3% | +3.5% | -0.2% | +1.0% |
| 6M | +1.4% | -3.4% | +4.8% | +2.7% |
| YTD | +21.0% | +8.5% | +12.4% | +15.0% |
| 1Y | +22.4% | +3.2% | +19.2% | +19.3% |
| 3Y | +13.2% | +18.9% | -5.7% | +2.3% |
| 5Y | -5.2% | +35.0% | -40.2% | -20.4% |
| 10Y | +128.3% | +188.6% | -60.3% | +25.0% |
| All | +40,499.4% | +6,773.5% | +33,725.9% | +6,301.0% |
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