+44.9%
C vs ITW
+5.8%
+39.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +3.6% | -3.6% | +7.2% | +4.9% |
| 30D | +0.1% | -9.1% | +9.2% | +3.4% |
| 3M | +2.4% | +8.2% | -5.8% | -1.3% |
| 6M | +24.9% | -4.8% | +29.7% | +25.3% |
| YTD | +19.8% | +11.0% | +8.8% | +13.9% |
| 1Y | +44.9% | +4.2% | +40.6% | +35.5% |
| All | +44.9% | +5.8% | +39.1% | +35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling