+465.1%
STM vs ITW
+192.7%
+272.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.4% |
| 7D | +12.0% | +2.3% | +9.7% | +9.9% |
| 30D | -0.4% | +6.7% | -7.1% | -5.8% |
| 3M | -13.2% | -0.5% | -12.6% | -13.2% |
| 6M | -26.1% | +16.4% | -42.5% | -36.5% |
| YTD | +81.2% | +19.0% | +62.2% | +52.2% |
| 1Y | +98.3% | +20.2% | +78.1% | +64.9% |
| 3Y | +16.7% | +33.1% | -16.4% | -11.1% |
| 5Y | -4.8% | +35.7% | -40.5% | -29.2% |
| All | +465.1% | +192.7% | +272.4% | +124.6% |
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