+19.4%
ITW vs FANG
+32.1%
-12.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.9% |
| 7D | +1.4% | -13.0% | +14.4% | +0.4% |
| 30D | +6.8% | -2.9% | +9.8% | +6.3% |
| 3M | -3.4% | -3.0% | -0.4% | -3.8% |
| 6M | +13.5% | -11.9% | +25.5% | +13.1% |
| YTD | +18.1% | +21.5% | -3.4% | +8.7% |
| 1Y | +19.4% | +34.0% | -14.5% | +10.9% |
| All | +19.4% | +32.1% | -12.7% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling