+3,518.1%
ITW vs EL
+1,821.4%
+1,696.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | -0.1% |
| 7D | +2.3% | +1.5% | +0.8% | +1.9% |
| 30D | +6.7% | +10.0% | -3.3% | +3.5% |
| 3M | -0.5% | +28.4% | -29.0% | -8.6% |
| 6M | +16.4% | +37.1% | -20.6% | +4.2% |
| YTD | +19.0% | +7.8% | +11.1% | +12.4% |
| 1Y | +20.2% | +26.0% | -5.8% | +7.8% |
| 3Y | +33.1% | +3.8% | +29.3% | +18.5% |
| 5Y | +35.7% | -65.2% | +100.9% | +67.4% |
| 10Y | +194.0% | +62.1% | +131.9% | +113.2% |
| All | +3,518.1% | +1,821.4% | +1,696.7% | +1,334.3% |
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