+374.3%
ITW vs AR
-27.2%
+401.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -3.6% | +2.5% | -6.1% | -3.8% |
| 30D | -9.1% | +14.8% | -23.9% | -10.5% |
| 3M | +8.2% | +6.2% | +2.0% | +7.3% |
| 6M | -4.8% | +4.3% | -9.1% | -5.7% |
| YTD | +11.0% | +14.4% | -3.3% | +8.7% |
| 1Y | +4.2% | +21.3% | -17.1% | +1.0% |
| 3Y | +17.3% | +39.8% | -22.5% | +9.9% |
| 5Y | +33.0% | +142.1% | -109.1% | +13.9% |
| 10Y | +182.3% | +52.0% | +130.3% | +118.4% |
| All | +374.3% | -27.2% | +401.5% | +301.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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