+358.7%
EWZ vs ITW
+1,636.1%
-1,277.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +0.5% |
| 7D | +1.4% | -1.1% | +2.5% | +2.2% |
| 30D | -25.1% | +8.6% | -33.7% | -29.6% |
| 3M | -7.7% | -2.7% | -5.0% | -6.5% |
| 6M | -15.8% | +14.0% | -29.8% | -24.5% |
| YTD | +3.6% | +18.6% | -15.0% | -10.4% |
| 1Y | +5.5% | +19.8% | -14.3% | -9.6% |
| 3Y | +22.1% | +34.8% | -12.7% | -6.5% |
| 5Y | +58.3% | +37.5% | +20.9% | +14.7% |
| 10Y | +50.3% | +199.9% | -149.6% | -42.6% |
| All | +358.7% | +1,636.1% | -1,277.4% | -49.2% |
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