+3,277.2%
ITW vs EL
+1,685.7%
+1,591.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.5% | -1.5% |
| 7D | -3.6% | +0.8% | -4.4% | -3.8% |
| 30D | -9.1% | +19.8% | -29.0% | -14.5% |
| 3M | +8.2% | +25.7% | -17.5% | +0.2% |
| 6M | -4.8% | +5.4% | -10.2% | -8.1% |
| YTD | +11.0% | +0.2% | +10.8% | +7.6% |
| 1Y | +4.2% | +20.4% | -16.2% | -5.4% |
| 3Y | +17.3% | -32.1% | +49.4% | +19.1% |
| 5Y | +33.0% | -67.2% | +100.2% | +67.2% |
| 10Y | +182.3% | +31.7% | +150.6% | +119.0% |
| All | +3,277.2% | +1,685.7% | +1,591.5% | +1,274.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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