+37.6%
ITW vs ETSY
-66.2%
+103.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.9% |
| 7D | -0.7% | -4.9% | +4.2% | -0.1% |
| 30D | -8.3% | -8.6% | +0.3% | -7.3% |
| 3M | +6.0% | +4.8% | +1.2% | +5.0% |
| 6M | 0.0% | +38.1% | -38.1% | -5.0% |
| YTD | +10.2% | +31.2% | -21.0% | +5.1% |
| 1Y | +3.2% | +22.1% | -18.9% | -1.6% |
| 3Y | +21.0% | +12.2% | +8.7% | +13.4% |
| All | +37.6% | -66.2% | +103.8% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 ETSY 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