+162.4%
ALL vs ITW
+35.5%
+126.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.2% |
| 7D | +5.0% | +2.3% | +2.7% | +4.0% |
| 30D | +13.3% | +6.7% | +6.6% | +10.2% |
| 3M | +3.2% | -0.5% | +3.7% | +3.3% |
| 6M | +25.3% | +16.4% | +8.9% | +16.8% |
| YTD | +30.5% | +19.0% | +11.5% | +19.3% |
| 1Y | +29.2% | +20.2% | +9.0% | +17.5% |
| 3Y | +119.1% | +33.1% | +86.0% | +86.1% |
| All | +162.4% | +35.5% | +126.9% | +111.2% |
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