+35.0%
ITW vs COO
-44.2%
+79.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.2% | +4.5% | +0.3% |
| 7D | -1.9% | -9.0% | +7.1% | +1.1% |
| 30D | -10.4% | -16.8% | +6.5% | -4.8% |
| 3M | +3.5% | -7.5% | +11.0% | +6.0% |
| 6M | -3.4% | -16.3% | +12.9% | +2.1% |
| YTD | +8.5% | -22.5% | +31.1% | +17.6% |
| 1Y | +3.2% | -7.0% | +10.2% | +4.9% |
| 3Y | +18.9% | -27.5% | +46.3% | +27.0% |
| 5Y | +35.0% | -43.3% | +78.3% | +52.3% |
| All | +35.0% | -44.2% | +79.2% | +52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling