+188.6%
ITW vs EXPD
+316.4%
-127.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.4% |
| 7D | -1.9% | +1.2% | -3.1% | -2.5% |
| 30D | -10.4% | +5.2% | -15.6% | -12.8% |
| 3M | +3.5% | +13.2% | -9.7% | -3.4% |
| 6M | -3.4% | +30.3% | -33.7% | -16.9% |
| YTD | +8.5% | +27.0% | -18.5% | -6.8% |
| 1Y | +3.2% | +57.3% | -54.1% | -22.2% |
| 3Y | +18.9% | +70.0% | -51.1% | -16.5% |
| 5Y | +35.0% | +61.6% | -26.6% | -4.8% |
| 10Y | +188.6% | +321.1% | -132.4% | +11.2% |
| All | +188.6% | +316.4% | -127.7% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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