+57.9%
SO vs ITW
+33.8%
+24.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.2% |
| 7D | 0.0% | -1.9% | +1.9% | +0.6% |
| 30D | -2.5% | -10.4% | +7.9% | +0.7% |
| 3M | -4.2% | +3.5% | -7.7% | -5.3% |
| 6M | -7.7% | -3.4% | -4.3% | -7.0% |
| YTD | +3.8% | +8.5% | -4.7% | +0.7% |
| 1Y | +0.1% | +3.2% | -3.2% | -1.6% |
| 3Y | +44.2% | +18.9% | +25.3% | +33.3% |
| 5Y | +57.9% | +35.0% | +22.8% | +34.8% |
| All | +57.9% | +33.8% | +24.1% | +34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling