+2,340.5%
EXC vs ITW
+9,591.0%
-7,250.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | +0.3% | -3.6% | +3.8% | +1.4% |
| 30D | -3.7% | -9.1% | +5.4% | -0.9% |
| 3M | -1.3% | +8.2% | -9.5% | -3.8% |
| 6M | -9.7% | -4.8% | -4.9% | -8.6% |
| YTD | +2.9% | +11.0% | -8.1% | -0.8% |
| 1Y | +4.4% | +4.2% | +0.1% | +2.4% |
| 3Y | +22.2% | +17.3% | +4.9% | +14.4% |
| 5Y | +46.7% | +33.0% | +13.7% | +30.9% |
| 10Y | +155.3% | +182.3% | -27.0% | +81.1% |
| All | +2,340.5% | +9,591.0% | -7,250.5% | +699.9% |
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