+379.9%
CSCO vs ITW
+194.8%
+185.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.1% | +3.2% | +3.8% |
| 7D | +2.7% | -0.7% | +3.4% | +3.1% |
| 30D | -9.5% | -8.3% | -1.2% | -5.1% |
| 3M | -7.6% | +6.0% | -13.6% | -10.9% |
| 6M | +44.9% | 0.0% | +44.9% | +43.7% |
| YTD | +47.7% | +10.2% | +37.5% | +38.1% |
| 1Y | +69.1% | +3.2% | +65.9% | +63.5% |
| 3Y | +113.5% | +21.0% | +92.5% | +85.9% |
| 5Y | +122.8% | +37.9% | +84.8% | +75.7% |
| All | +379.9% | +194.8% | +185.1% | +146.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling