+35.3%
ITW vs ARWR
-38.4%
+73.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | -0.3% |
| 7D | +0.5% | -17.9% | +18.4% | +2.0% |
| 30D | +7.7% | -18.9% | +26.6% | +9.5% |
| 3M | -1.3% | -46.0% | +44.6% | +3.8% |
| 6M | +15.5% | -40.3% | +55.8% | +19.9% |
| YTD | +18.6% | -29.0% | +47.6% | +20.6% |
| 1Y | +19.8% | +13.8% | +6.0% | +15.9% |
| 3Y | +32.5% | +74.9% | -42.4% | +15.9% |
| 5Y | +35.3% | -36.2% | +71.6% | +18.2% |
| All | +35.3% | -38.4% | +73.7% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling