+64.8%
EFA vs ITW
+20.2%
+44.6%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.5% |
| 7D | -1.5% | -0.7% | -0.8% | -1.2% |
| 30D | -1.7% | -8.3% | +6.7% | +1.8% |
| 3M | +3.5% | +6.0% | -2.5% | +0.5% |
| 6M | +9.5% | 0.0% | +9.5% | +8.7% |
| YTD | +12.9% | +10.2% | +2.6% | +7.3% |
| 1Y | +18.2% | +3.2% | +15.0% | +15.5% |
| 3Y | +64.8% | +21.0% | +43.9% | +44.9% |
| All | +64.8% | +20.2% | +44.6% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling