+195.0%
ITW vs ARWR
+1,024.2%
-829.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.1% | +0.2% |
| 7D | +2.3% | -17.8% | +20.2% | +3.7% |
| 30D | +6.7% | -18.1% | +24.8% | +8.1% |
| 3M | -0.5% | -44.2% | +43.6% | +3.5% |
| 6M | +16.4% | -38.6% | +55.1% | +19.9% |
| YTD | +19.0% | -28.0% | +47.0% | +20.6% |
| 1Y | +20.2% | +16.1% | +4.1% | +17.1% |
| 3Y | +33.1% | +84.0% | -50.9% | +20.6% |
| 5Y | +35.7% | -35.4% | +71.1% | +28.9% |
| All | +195.0% | +1,024.2% | -829.3% | +139.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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