+909.0%
ITW vs EFV
+253.2%
+655.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.0% |
| 7D | -1.9% | -0.5% | -1.4% | -1.5% |
| 30D | -10.4% | 0.0% | -10.4% | -10.4% |
| 3M | +3.5% | +8.4% | -4.9% | -3.0% |
| 6M | -3.4% | +12.3% | -15.7% | -12.2% |
| YTD | +8.5% | +17.4% | -8.9% | -4.8% |
| 1Y | +3.2% | +27.1% | -23.9% | -15.0% |
| 3Y | +18.9% | +90.7% | -71.8% | -29.4% |
| 5Y | +35.0% | +95.6% | -60.6% | -21.7% |
| 10Y | +188.6% | +165.3% | +23.4% | +32.5% |
| All | +909.0% | +253.2% | +655.8% | +256.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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