+755.6%
GOOGL vs ITW
+194.8%
+560.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.2% |
| 7D | 0.0% | -0.7% | +0.7% | +0.4% |
| 30D | -1.4% | -8.3% | +6.9% | +2.9% |
| 3M | -5.3% | +6.0% | -11.4% | -8.4% |
| 6M | +9.8% | 0.0% | +9.8% | +9.1% |
| YTD | +8.4% | +10.2% | -1.9% | +1.8% |
| 1Y | +41.2% | +3.2% | +38.0% | +36.7% |
| 3Y | +149.6% | +21.0% | +128.6% | +118.1% |
| 5Y | +142.6% | +37.9% | +104.7% | +95.3% |
| All | +755.6% | +194.8% | +560.7% | +390.5% |
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 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