+69.0%
F vs ITW
+198.0%
-129.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.4% |
| 7D | -2.1% | -1.6% | -0.5% | -0.9% |
| 30D | +3.3% | +8.9% | -5.6% | -3.5% |
| 3M | -11.3% | -0.9% | -10.4% | -10.9% |
| 6M | +5.3% | +16.0% | -10.7% | -7.2% |
| YTD | -2.2% | +19.4% | -21.7% | -16.3% |
| 1Y | -3.5% | +20.7% | -24.2% | -18.3% |
| 3Y | +49.5% | +33.4% | +16.1% | +15.3% |
| 5Y | -13.5% | +39.1% | -52.6% | -35.4% |
| 10Y | +69.0% | +195.3% | -126.2% | -32.6% |
| All | +69.0% | +198.0% | -129.0% | -32.6% |
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