+512.3%
F vs ITW
+10,253.6%
-9,741.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.4% | -0.7% |
| 7D | -0.6% | -1.1% | +0.5% | +0.1% |
| 30D | +2.9% | +8.6% | -5.7% | -2.4% |
| 3M | -9.5% | -2.7% | -6.8% | -8.0% |
| 6M | +4.0% | +14.0% | -9.9% | -4.8% |
| YTD | -1.3% | +18.6% | -19.9% | -12.2% |
| 1Y | -1.9% | +19.8% | -21.7% | -13.4% |
| 3Y | +53.5% | +34.8% | +18.7% | +25.1% |
| 5Y | -15.1% | +37.5% | -52.6% | -30.9% |
| 10Y | +81.0% | +199.9% | -118.9% | -9.4% |
| All | +512.3% | +10,253.6% | -9,741.3% | -41.3% |
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