+117.8%
EW vs ITW
+194.8%
-77.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -3.3% |
| 7D | -6.2% | -0.7% | -5.4% | -5.8% |
| 30D | -9.3% | -8.3% | -1.0% | -5.6% |
| 3M | -1.6% | +6.0% | -7.6% | -4.7% |
| 6M | -0.8% | 0.0% | -0.8% | -1.6% |
| YTD | -1.0% | +10.2% | -11.3% | -6.7% |
| 1Y | +8.2% | +3.2% | +4.9% | +5.1% |
| 3Y | +12.7% | +21.0% | -8.3% | -1.5% |
| 5Y | -30.2% | +37.9% | -68.1% | -44.2% |
| All | +117.8% | +194.8% | -77.0% | +31.0% |
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