+789.8%
ITW vs CAPR
-99.0%
+888.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.7% | +8.1% | -0.6% |
| 7D | +0.5% | +19.1% | -18.6% | +0.3% |
| 30D | +7.7% | +48.8% | -41.2% | +7.2% |
| 3M | -1.3% | +144.4% | -145.7% | -2.4% |
| 6M | +15.5% | -67.5% | +83.0% | +15.8% |
| YTD | +18.6% | -64.5% | +83.2% | +18.7% |
| 1Y | +19.8% | +74.4% | -54.6% | +15.7% |
| 3Y | +32.5% | +265.7% | -233.2% | +25.3% |
| 5Y | +35.3% | +196.0% | -160.6% | +27.4% |
| 10Y | +193.2% | -62.4% | +255.6% | +167.8% |
| All | +789.8% | -99.0% | +888.8% | +686.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling