+3,036.2%
SPY vs ITW
+6,503.0%
-3,466.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.5% |
| 7D | +2.6% | +2.3% | +0.3% | +1.5% |
| 30D | -2.0% | +6.7% | -8.7% | -5.0% |
| 3M | -2.8% | -0.5% | -2.2% | -2.8% |
| 6M | +2.1% | +16.4% | -14.3% | -5.5% |
| YTD | +11.5% | +19.0% | -7.5% | +1.5% |
| 1Y | +13.5% | +20.2% | -6.8% | +2.7% |
| 3Y | +77.7% | +33.1% | +44.6% | +51.9% |
| 5Y | +72.6% | +35.7% | +36.9% | +45.1% |
| 10Y | +308.2% | +194.0% | +114.1% | +133.1% |
| All | +3,036.2% | +6,503.0% | -3,466.8% | +509.7% |
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