+19.9%
ITW vs AS
+125.3%
-105.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.3% |
| 7D | +0.5% | -3.6% | +4.1% | +0.9% |
| 30D | +7.7% | +3.4% | +4.3% | +7.2% |
| 3M | -1.3% | -8.6% | +7.3% | -0.4% |
| 6M | +15.5% | -10.0% | +25.5% | +16.6% |
| YTD | +18.6% | -19.2% | +37.8% | +20.7% |
| 1Y | +19.8% | -3.8% | +23.6% | +19.5% |
| All | +19.9% | +125.3% | -105.4% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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