+46.5%
F vs ITW
+36.7%
+9.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -3.8% |
| 7D | +1.2% | -0.4% | +1.6% | +1.5% |
| 30D | +1.2% | -9.4% | +10.7% | +9.9% |
| 3M | -5.7% | +7.1% | -12.8% | -11.7% |
| 6M | +17.9% | -1.9% | +19.8% | +18.7% |
| YTD | +10.4% | +10.4% | 0.0% | -0.4% |
| 1Y | +25.3% | +3.3% | +22.0% | +19.3% |
| 3Y | +37.5% | +21.0% | +16.4% | +10.8% |
| 5Y | +46.5% | +36.3% | +10.2% | +6.7% |
| All | +46.5% | +36.7% | +9.8% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling