+153.1%
SO vs ITW
+194.8%
-41.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.1% |
| 7D | -1.1% | -0.7% | -0.3% | -0.8% |
| 30D | -5.0% | -8.3% | +3.3% | -2.0% |
| 3M | -5.8% | +6.0% | -11.8% | -8.0% |
| 6M | -7.9% | 0.0% | -7.9% | -8.4% |
| YTD | +2.4% | +10.2% | -7.8% | -1.9% |
| 1Y | -2.3% | +3.2% | -5.5% | -4.3% |
| 3Y | +41.9% | +21.0% | +20.9% | +28.8% |
| 5Y | +58.1% | +37.9% | +20.1% | +33.6% |
| All | +153.1% | +194.8% | -41.7% | +75.4% |
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 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