+19.1%
ITW vs A
+29.6%
-10.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.4% |
| 7D | -1.9% | -4.4% | +2.5% | -0.7% |
| 30D | -10.4% | -2.7% | -7.7% | -9.8% |
| 3M | +3.5% | +7.0% | -3.5% | +1.3% |
| 6M | -3.4% | +24.6% | -28.0% | -10.0% |
| YTD | +8.5% | +7.0% | +1.5% | +5.9% |
| 1Y | +3.2% | +15.6% | -12.3% | -2.3% |
| All | +19.1% | +29.6% | -10.5% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling