-67.1%
SE vs ITW
+36.9%
-104.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.5% | -2.2% |
| 7D | -5.2% | -0.7% | -4.5% | -4.7% |
| 30D | -17.1% | -8.3% | -8.7% | -11.7% |
| 3M | +24.0% | +6.0% | +18.0% | +17.6% |
| 6M | +21.0% | 0.0% | +21.0% | +19.5% |
| YTD | -16.7% | +10.2% | -26.9% | -24.7% |
| 1Y | -45.9% | +3.2% | -49.2% | -48.6% |
| 3Y | +177.8% | +21.0% | +156.8% | +117.4% |
| All | -67.1% | +36.9% | -104.0% | -79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling