+185.1%
ITW vs COO
+17.5%
+167.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -14.7% | +15.1% | +6.1% |
| 7D | -2.4% | -23.3% | +20.9% | +7.4% |
| 30D | -9.5% | -29.5% | +20.0% | +2.9% |
| 3M | +6.6% | -20.0% | +26.6% | +15.1% |
| 6M | -1.8% | -27.2% | +25.4% | +9.8% |
| YTD | +9.0% | -33.9% | +42.9% | +26.5% |
| 1Y | +3.6% | -19.9% | +23.5% | +10.8% |
| 3Y | +19.4% | -38.1% | +57.5% | +36.4% |
| 5Y | +36.4% | -52.0% | +88.4% | +70.9% |
| All | +185.1% | +17.5% | +167.5% | +157.9% |
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