+6,277.0%
SO vs ITW
+10,254.3%
-3,977.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | -0.9% | +0.5% | -1.4% | -1.0% |
| 30D | +4.9% | +7.7% | -2.7% | +3.2% |
| 3M | +0.8% | -1.3% | +2.1% | +1.0% |
| 6M | +0.6% | +15.5% | -14.9% | -2.8% |
| YTD | +8.7% | +18.6% | -10.0% | +4.2% |
| 1Y | +4.0% | +19.8% | -15.9% | -0.6% |
| 3Y | +50.6% | +32.5% | +18.1% | +39.8% |
| 5Y | +77.5% | +35.3% | +42.2% | +63.0% |
| 10Y | +192.0% | +193.2% | -1.3% | +126.5% |
| All | +6,277.0% | +10,254.3% | -3,977.3% | +2,551.7% |
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