+269.3%
C vs ITW
+21.4%
+247.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | +3.2% | -0.4% | +3.6% | +3.5% |
| 30D | +1.3% | -9.4% | +10.7% | +7.9% |
| 3M | +3.1% | +7.1% | -4.0% | -2.4% |
| 6M | +29.6% | -1.9% | +31.5% | +30.0% |
| YTD | +19.0% | +10.4% | +8.5% | +8.6% |
| 1Y | +45.6% | +3.3% | +42.3% | +39.7% |
| 3Y | +269.3% | +21.0% | +248.3% | +208.6% |
| All | +269.3% | +21.4% | +247.9% | +208.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling