+1,453.5%
ITW vs EXEL
+264.7%
+1,188.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.7% | -0.3% |
| 7D | -0.4% | +1.4% | -1.8% | -0.6% |
| 30D | -9.4% | +6.7% | -16.1% | -10.1% |
| 3M | +7.1% | +11.5% | -4.4% | +5.6% |
| 6M | -1.9% | +38.8% | -40.6% | -5.7% |
| YTD | +10.4% | +31.6% | -21.1% | +6.6% |
| 1Y | +3.3% | +53.0% | -49.7% | -2.2% |
| 3Y | +21.0% | +160.8% | -139.8% | +6.6% |
| 5Y | +36.3% | +190.1% | -153.8% | +17.4% |
| 10Y | +185.8% | +367.0% | -181.2% | +121.0% |
| All | +1,453.5% | +264.7% | +1,188.8% | +757.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling