+9,532.2%
ITW vs EXPD
+30,172.0%
-20,639.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.0% |
| 7D | +0.9% | -7.2% | +8.0% | +2.9% |
| 30D | +7.6% | -3.3% | +10.9% | +8.5% |
| 3M | -4.0% | +3.4% | -7.4% | -5.0% |
| 6M | +9.2% | +22.7% | -13.5% | +3.1% |
| YTD | +16.2% | +24.5% | -8.3% | +8.4% |
| 1Y | +17.9% | +38.6% | -20.7% | +6.8% |
| 3Y | +30.6% | +71.5% | -40.9% | +10.9% |
| 5Y | +35.2% | +56.2% | -21.1% | +17.0% |
| 10Y | +212.2% | +310.5% | -98.2% | +113.6% |
| All | +9,532.2% | +30,172.0% | -20,639.8% | +4,244.1% |
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