+553.4%
SE vs ITW
+114.4%
+439.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.5% | -2.0% |
| 7D | -5.2% | -0.7% | -4.5% | -4.8% |
| 30D | -17.1% | -8.3% | -8.7% | -12.5% |
| 3M | +24.0% | +6.0% | +18.0% | +18.7% |
| 6M | +21.0% | 0.0% | +21.0% | +19.9% |
| YTD | -16.7% | +10.2% | -26.9% | -23.0% |
| 1Y | -45.9% | +3.2% | -49.2% | -48.1% |
| 3Y | +177.8% | +21.0% | +156.8% | +135.2% |
| 5Y | -67.4% | +37.9% | -105.3% | -74.4% |
| All | +553.4% | +114.4% | +439.0% | +286.2% |
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