+35.0%
ITW vs CAPR
+76.3%
-41.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.9% | -1.7% |
| 7D | -1.9% | -12.6% | +10.7% | -1.8% |
| 30D | -10.4% | +124.4% | -134.8% | -10.9% |
| 3M | +3.5% | -66.8% | +70.3% | +3.8% |
| 6M | -3.4% | -71.8% | +68.4% | -3.0% |
| YTD | +8.5% | -70.1% | +78.6% | +8.8% |
| 1Y | +3.2% | +33.3% | -30.1% | +0.8% |
| 3Y | +18.9% | +36.7% | -17.8% | +12.2% |
| 5Y | +35.0% | +72.5% | -37.4% | +25.4% |
| All | +35.0% | +76.3% | -41.3% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling