+1,045.8%
C vs ITW
+10,325.5%
-9,279.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.4% |
| 7D | -0.4% | -1.6% | +1.2% | +0.8% |
| 30D | -5.3% | +8.9% | -14.2% | -11.1% |
| 3M | -8.0% | -0.9% | -7.1% | -7.7% |
| 6M | -0.3% | +16.0% | -16.2% | -11.4% |
| YTD | +8.6% | +19.4% | -10.8% | -6.2% |
| 1Y | +25.8% | +20.7% | +5.1% | +7.7% |
| 3Y | +221.2% | +33.4% | +187.7% | +154.4% |
| 5Y | +113.6% | +39.1% | +74.5% | +61.4% |
| 10Y | +218.3% | +195.3% | +23.1% | +40.1% |
| All | +1,045.8% | +10,325.5% | -9,279.6% | -10.6% |
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