+188.3%
ITW vs A
+256.4%
-68.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.5% | 0.0% |
| 7D | -0.7% | -2.6% | +1.9% | +0.4% |
| 30D | -8.3% | -0.9% | -7.4% | -8.2% |
| 3M | +6.0% | +13.6% | -7.6% | -0.1% |
| 6M | 0.0% | +27.8% | -27.8% | -11.8% |
| YTD | +10.2% | +8.6% | +1.6% | +4.4% |
| 1Y | +3.2% | +16.9% | -13.7% | -6.1% |
| 3Y | +21.0% | +32.9% | -11.9% | -0.6% |
| 5Y | +37.9% | -14.1% | +52.0% | +38.8% |
| All | +188.3% | +256.4% | -68.1% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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