+2,486.5%
EXC vs ITW
+10,282.1%
-7,795.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +1.4% | +2.3% | -1.0% | +0.7% |
| 30D | +8.6% | +6.7% | +1.9% | +6.4% |
| 3M | +2.4% | -0.5% | +2.9% | +2.5% |
| 6M | +6.5% | +16.4% | -9.9% | +1.4% |
| YTD | +9.0% | +19.0% | -9.9% | +2.8% |
| 1Y | +4.6% | +20.2% | -15.6% | -1.8% |
| 3Y | +33.5% | +33.1% | +0.4% | +20.1% |
| 5Y | +41.4% | +35.7% | +5.7% | +25.3% |
| 10Y | +204.3% | +194.0% | +10.2% | +112.9% |
| All | +2,486.5% | +10,282.1% | -7,795.6% | +729.2% |
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