+39.1%
ITW vs CAPR
+219.7%
-180.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +26.5% | -26.3% | +0.1% |
| 7D | -1.6% | +25.8% | -27.4% | -1.8% |
| 30D | +8.9% | +50.2% | -41.3% | +8.6% |
| 3M | -0.9% | +185.5% | -186.4% | -1.8% |
| 6M | +16.0% | -64.8% | +80.8% | +16.1% |
| YTD | +19.4% | -61.1% | +80.6% | +19.4% |
| 1Y | +20.7% | +81.0% | -60.3% | +17.5% |
| 3Y | +33.4% | +300.7% | -267.3% | +22.9% |
| 5Y | +39.1% | +223.3% | -184.3% | +28.8% |
| All | +39.1% | +219.7% | -180.6% | +28.8% |
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