+1,163.5%
C vs ITW
+9,591.0%
-8,427.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.1% |
| 7D | +3.6% | -3.6% | +7.2% | +6.4% |
| 30D | +0.1% | -9.1% | +9.2% | +7.3% |
| 3M | +2.4% | +8.2% | -5.8% | -4.0% |
| 6M | +24.9% | -4.8% | +29.7% | +28.4% |
| YTD | +19.8% | +11.0% | +8.8% | +9.4% |
| 1Y | +44.9% | +4.2% | +40.6% | +38.1% |
| 3Y | +263.0% | +17.3% | +245.7% | +216.7% |
| 5Y | +129.5% | +33.0% | +96.5% | +79.4% |
| 10Y | +291.6% | +182.3% | +109.3% | +78.5% |
| All | +1,163.5% | +9,591.0% | -8,427.5% | +4.3% |
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