+188.3%
ITW vs CAPR
-78.4%
+266.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.1% |
| 7D | -0.7% | -11.0% | +10.2% | -0.6% |
| 30D | -8.3% | +99.8% | -108.1% | -9.2% |
| 3M | +6.0% | -66.6% | +72.6% | +6.5% |
| 6M | 0.0% | -75.1% | +75.1% | +0.7% |
| YTD | +10.2% | -71.0% | +81.2% | +10.7% |
| 1Y | +3.2% | +30.0% | -26.8% | -0.8% |
| 3Y | +21.0% | +29.0% | -8.0% | +13.7% |
| 5Y | +37.9% | +70.8% | -32.9% | +27.8% |
| All | +188.3% | -78.4% | +266.7% | +155.9% |
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