+3,834.6%
ALL vs ITW
+5,879.4%
-2,044.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.2% |
| 7D | +5.0% | +2.3% | +2.7% | +3.8% |
| 30D | +13.3% | +6.7% | +6.6% | +9.6% |
| 3M | +3.2% | -0.5% | +3.7% | +3.4% |
| 6M | +25.3% | +16.4% | +8.9% | +15.4% |
| YTD | +30.5% | +19.0% | +11.5% | +17.9% |
| 1Y | +29.2% | +20.2% | +9.0% | +16.0% |
| 3Y | +119.1% | +33.1% | +86.0% | +84.3% |
| 5Y | +162.6% | +35.7% | +126.9% | +115.7% |
| 10Y | +378.8% | +194.0% | +184.7% | +156.3% |
| All | +3,834.6% | +5,879.4% | -2,044.8% | +580.6% |
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 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