+9,101.3%
ITW vs COO
+5,988.7%
+3,112.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | -3.6% | -2.2% | -1.3% | -3.4% |
| 30D | -9.1% | -7.0% | -2.1% | -8.6% |
| 3M | +8.2% | +12.2% | -4.0% | +7.0% |
| 6M | -4.8% | -15.1% | +10.3% | -3.4% |
| YTD | +11.0% | -15.1% | +26.1% | +12.6% |
| 1Y | +4.2% | +2.3% | +1.9% | +3.9% |
| 3Y | +17.3% | -23.7% | +40.9% | +19.3% |
| 5Y | +33.0% | -38.9% | +71.9% | +37.5% |
| 10Y | +182.3% | +49.9% | +132.4% | +172.7% |
| All | +9,101.3% | +5,988.7% | +3,112.6% | +7,325.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling