+195.0%
ITW vs CAPR
-65.7%
+260.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.9% | +7.2% | +0.3% |
| 7D | +2.3% | +5.9% | -3.6% | +2.2% |
| 30D | +6.7% | +44.6% | -37.9% | +6.2% |
| 3M | -0.5% | +126.4% | -126.9% | -1.8% |
| 6M | +16.4% | -68.6% | +85.0% | +16.8% |
| YTD | +19.0% | -67.0% | +85.9% | +19.2% |
| 1Y | +20.2% | +65.2% | -45.0% | +15.1% |
| 3Y | +33.1% | +235.6% | -202.5% | +23.1% |
| 5Y | +35.7% | +175.4% | -139.7% | +24.6% |
| All | +195.0% | -65.7% | +260.7% | +156.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling