+5,462.3%
ITW vs ARWR
-97.0%
+5,559.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -3.6% | +1.7% | -5.2% | -3.6% |
| 30D | -9.1% | -0.7% | -8.5% | -9.1% |
| 3M | +8.2% | +14.9% | -6.7% | +8.1% |
| 6M | -4.8% | +32.6% | -37.4% | -4.9% |
| YTD | +11.0% | +30.0% | -19.0% | +10.9% |
| 1Y | +4.2% | +208.4% | -204.1% | +3.7% |
| 3Y | +17.3% | +208.8% | -191.5% | +16.4% |
| 5Y | +33.0% | +27.8% | +5.2% | +32.3% |
| 10Y | +182.3% | +1,107.6% | -925.2% | +178.0% |
| All | +5,462.3% | -97.0% | +5,559.4% | +5,386.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling