+589.4%
SE vs ITW
+116.0%
+473.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.5% |
| 7D | -6.1% | -3.6% | -2.5% | -3.9% |
| 30D | -2.5% | -9.1% | +6.7% | +3.5% |
| 3M | +21.7% | +8.2% | +13.5% | +15.0% |
| 6M | +27.0% | -4.8% | +31.8% | +29.8% |
| YTD | -12.1% | +11.0% | -23.2% | -19.2% |
| 1Y | -40.9% | +4.2% | -45.2% | -43.6% |
| 3Y | +191.0% | +17.3% | +173.7% | +151.9% |
| 5Y | -68.3% | +33.0% | -101.3% | -74.7% |
| All | +589.4% | +116.0% | +473.4% | +305.6% |
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