+195.0%
ITW vs COO
+41.1%
+153.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | 0.0% |
| 7D | +2.3% | +0.5% | +1.9% | +2.2% |
| 30D | +6.7% | +14.2% | -7.5% | +1.3% |
| 3M | -0.5% | -18.2% | +17.7% | +6.7% |
| 6M | +16.4% | +5.3% | +11.1% | +12.4% |
| YTD | +19.0% | -23.6% | +42.5% | +30.4% |
| 1Y | +20.2% | -12.7% | +32.9% | +24.6% |
| 3Y | +33.1% | -24.2% | +57.3% | +40.1% |
| 5Y | +35.7% | -40.0% | +75.7% | +55.2% |
| All | +195.0% | +41.1% | +153.9% | +147.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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