+5,976.4%
SO vs ITW
+9,591.0%
-3,614.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.6% |
| 7D | -0.2% | -3.6% | +3.4% | +0.6% |
| 30D | -4.6% | -9.1% | +4.6% | -2.5% |
| 3M | -3.0% | +8.2% | -11.3% | -4.8% |
| 6M | -8.3% | -4.8% | -3.5% | -7.5% |
| YTD | +3.5% | +11.0% | -7.5% | +0.8% |
| 1Y | -0.9% | +4.2% | -5.2% | -2.3% |
| 3Y | +45.4% | +17.3% | +28.1% | +38.8% |
| 5Y | +59.6% | +33.0% | +26.6% | +47.2% |
| 10Y | +156.6% | +182.3% | -25.7% | +101.0% |
| All | +5,976.4% | +9,591.0% | -3,614.6% | +2,466.1% |
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