+113.6%
C vs ITW
+38.8%
+74.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.4% |
| 7D | -0.4% | -1.6% | +1.2% | +0.7% |
| 30D | -5.3% | +8.9% | -14.2% | -10.5% |
| 3M | -8.0% | -0.9% | -7.1% | -7.6% |
| 6M | -0.3% | +16.0% | -16.2% | -10.5% |
| YTD | +8.6% | +19.4% | -10.8% | -5.4% |
| 1Y | +25.8% | +20.7% | +5.1% | +8.6% |
| 3Y | +221.2% | +33.4% | +187.7% | +157.0% |
| 5Y | +113.6% | +39.1% | +74.5% | +47.1% |
| All | +113.6% | +38.8% | +74.7% | +47.1% |
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