+9,101.3%
ITW vs EXPD
+30,859.1%
-21,757.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | -3.6% | -1.1% | -2.4% | -3.3% |
| 30D | -9.1% | +4.1% | -13.2% | -10.2% |
| 3M | +8.2% | +17.9% | -9.7% | +3.4% |
| 6M | -4.8% | +29.2% | -34.0% | -11.5% |
| YTD | +11.0% | +27.4% | -16.3% | +3.1% |
| 1Y | +4.2% | +56.8% | -52.6% | -8.8% |
| 3Y | +17.3% | +68.0% | -50.8% | +0.2% |
| 5Y | +33.0% | +61.9% | -28.9% | +14.0% |
| 10Y | +182.3% | +316.0% | -133.7% | +92.5% |
| All | +9,101.3% | +30,859.1% | -21,757.8% | +4,028.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling