+155.8%
EXC vs ITW
+194.8%
-39.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -1.0% |
| 7D | -1.1% | -0.7% | -0.4% | -0.8% |
| 30D | -3.6% | -8.3% | +4.7% | 0.0% |
| 3M | -4.3% | +6.0% | -10.3% | -6.8% |
| 6M | -9.9% | 0.0% | -9.9% | -10.3% |
| YTD | +1.8% | +10.2% | -8.5% | -3.3% |
| 1Y | +2.9% | +3.2% | -0.4% | +0.4% |
| 3Y | +19.1% | +21.0% | -1.9% | +6.0% |
| 5Y | +44.8% | +37.9% | +6.9% | +18.2% |
| All | +155.8% | +194.8% | -39.0% | +65.7% |
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