+131.6%
C vs ITW
+36.7%
+94.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.1% |
| 3M | +3.1% | +7.1% | -4.0% | -2.3% |
| 6M | +29.6% | -1.9% | +31.5% | +30.1% |
| YTD | +19.0% | +10.4% | +8.5% | +9.3% |
| 1Y | +45.6% | +3.3% | +42.3% | +40.0% |
| 3Y | +269.3% | +21.0% | +248.3% | +216.2% |
| 5Y | +131.6% | +36.3% | +95.3% | +68.2% |
| All | +131.6% | +36.7% | +94.9% | +68.2% |
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