+65.9%
EW vs ITW
+33.4%
+32.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +4.9% | +2.3% | +2.6% | +4.4% |
| 30D | +23.9% | +6.7% | +17.2% | +22.4% |
| 3M | +15.8% | -0.5% | +16.3% | +15.8% |
| 6M | +31.7% | +16.4% | +15.2% | +27.5% |
| YTD | +25.7% | +19.0% | +6.7% | +20.6% |
| 1Y | +24.4% | +20.2% | +4.2% | +19.0% |
| 3Y | +65.9% | +33.1% | +32.8% | +47.1% |
| All | +65.9% | +33.4% | +32.4% | +47.1% |
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