+19,949.9%
SHW vs ITW
+9,539.7%
+10,410.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.0% |
| 7D | -1.2% | -0.4% | -0.7% | -1.0% |
| 30D | -11.6% | -9.4% | -2.2% | -7.2% |
| 3M | +9.1% | +7.1% | +2.0% | +5.6% |
| 6M | -0.7% | -1.9% | +1.2% | +0.4% |
| YTD | +1.4% | +10.4% | -9.1% | -3.2% |
| 1Y | -12.3% | +3.3% | -15.6% | -13.6% |
| 3Y | +23.4% | +21.0% | +2.4% | +12.5% |
| 5Y | +15.0% | +36.3% | -21.3% | -1.1% |
| 10Y | +278.3% | +185.8% | +92.5% | +126.9% |
| All | +19,949.9% | +9,539.7% | +10,410.2% | +3,146.7% |
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