+196.4%
SO vs ITW
+192.7%
+3.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | +1.4% | +2.3% | -1.0% | +0.5% |
| 30D | +4.7% | +6.7% | -2.0% | +2.2% |
| 3M | +1.7% | -0.5% | +2.2% | +1.7% |
| 6M | +2.2% | +16.4% | -14.3% | -3.8% |
| YTD | +10.0% | +19.0% | -9.0% | +2.2% |
| 1Y | +6.0% | +20.2% | -14.2% | -2.0% |
| 3Y | +54.1% | +33.1% | +21.0% | +34.6% |
| 5Y | +79.6% | +35.7% | +43.9% | +53.0% |
| All | +196.4% | +192.7% | +3.7% | +94.7% |
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 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