+6,438.2%
EW vs ITW
+1,521.5%
+4,916.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -0.3% | -3.6% | +3.2% | +1.0% |
| 30D | +1.0% | -9.1% | +10.2% | +4.7% |
| 3M | +2.8% | +8.2% | -5.4% | -0.5% |
| 6M | +5.5% | -4.8% | +10.3% | +6.9% |
| YTD | +5.5% | +11.0% | -5.6% | +0.6% |
| 1Y | +11.0% | +4.2% | +6.8% | +8.3% |
| 3Y | +17.7% | +17.3% | +0.4% | +8.1% |
| 5Y | -25.7% | +33.0% | -58.7% | -35.6% |
| 10Y | +132.8% | +182.3% | -49.5% | +51.3% |
| All | +6,438.2% | +1,521.5% | +4,916.7% | +2,430.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling