-18.9%
EXE vs ITW
+24.0%
-42.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.4% | -5.3% | -2.7% |
| 7D | -4.7% | +6.3% | -10.9% | -4.3% |
| 30D | +1.0% | +11.1% | -10.1% | +1.6% |
| 3M | -5.6% | +0.1% | -5.7% | -5.8% |
| 6M | -12.3% | +18.1% | -30.4% | -11.7% |
| YTD | -19.5% | +21.4% | -40.9% | -19.1% |
| 1Y | -18.9% | +22.9% | -41.8% | -17.5% |
| All | -18.9% | +24.0% | -42.9% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling