+188.3%
ITW vs EXEL
+375.2%
-186.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.4% |
| 7D | -0.7% | -4.9% | +4.2% | -0.1% |
| 30D | -8.3% | +11.4% | -19.7% | -9.7% |
| 3M | +6.0% | +4.9% | +1.1% | +5.1% |
| 6M | 0.0% | +34.4% | -34.4% | -4.3% |
| YTD | +10.2% | +28.0% | -17.8% | +6.0% |
| 1Y | +3.2% | +43.6% | -40.4% | -2.6% |
| 3Y | +21.0% | +155.2% | -134.2% | +3.6% |
| 5Y | +37.9% | +181.2% | -143.2% | +14.8% |
| All | +188.3% | +375.2% | -186.9% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling