+22.9%
ITW vs CAPR
+47.4%
-24.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.3% | -5.9% | +2.4% |
| 7D | +6.3% | +43.2% | -36.9% | +6.2% |
| 30D | +11.1% | +14.7% | -3.6% | +11.0% |
| 3M | +0.1% | +113.9% | -113.8% | -0.1% |
| 6M | +18.1% | -73.4% | +91.5% | +18.2% |
| YTD | +21.4% | -69.1% | +90.5% | +21.5% |
| 1Y | +22.9% | +47.2% | -24.3% | +22.1% |
| All | +22.9% | +47.4% | -24.6% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling