+280.4%
SHW vs ITW
+194.8%
+85.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.1% |
| 7D | -3.1% | -0.7% | -2.4% | -2.7% |
| 30D | -10.0% | -8.3% | -1.7% | -4.9% |
| 3M | +2.3% | +6.0% | -3.8% | -1.4% |
| 6M | +0.7% | 0.0% | +0.7% | +0.8% |
| YTD | +0.5% | +10.2% | -9.7% | -5.4% |
| 1Y | -11.5% | +3.2% | -14.7% | -13.4% |
| 3Y | +21.3% | +21.0% | +0.4% | +7.1% |
| 5Y | +12.5% | +37.9% | -25.4% | -9.2% |
| All | +280.4% | +194.8% | +85.6% | +85.5% |
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