+13,245.4%
GOOG vs ITW
+872.1%
+12,373.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.2% | +0.4% |
| 7D | -2.5% | -2.4% | -0.1% | -1.2% |
| 30D | -3.6% | -9.5% | +5.9% | +1.6% |
| 3M | -6.4% | +6.6% | -13.1% | -9.9% |
| 6M | +7.8% | -1.8% | +9.5% | +8.0% |
| YTD | +5.5% | +9.0% | -3.5% | -0.6% |
| 1Y | +38.3% | +3.6% | +34.7% | +33.4% |
| 3Y | +143.1% | +19.4% | +123.7% | +113.6% |
| 5Y | +135.0% | +36.4% | +98.6% | +90.8% |
| 10Y | +778.1% | +190.0% | +588.1% | +349.7% |
| All | +13,245.4% | +872.1% | +12,373.3% | +3,213.2% |
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