-28.2%
EW vs ITW
+35.1%
-63.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | -3.4% | -2.4% | -1.0% | -2.5% |
| 30D | -7.4% | -9.5% | +2.2% | -3.8% |
| 3M | +0.9% | +6.6% | -5.7% | -1.9% |
| 6M | +1.2% | -1.8% | +2.9% | +1.3% |
| YTD | +1.8% | +9.0% | -7.2% | -2.7% |
| 1Y | +10.8% | +3.6% | +7.3% | +8.1% |
| 3Y | +17.1% | +19.4% | -2.3% | +4.2% |
| 5Y | -28.2% | +36.4% | -64.6% | -42.6% |
| All | -28.2% | +35.1% | -63.3% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling