+188.3%
ITW vs FDS
+64.8%
+123.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.6% |
| 7D | -0.7% | -14.0% | +13.3% | +4.6% |
| 30D | -8.3% | -6.2% | -2.1% | -6.6% |
| 3M | +6.0% | +10.2% | -4.1% | +1.1% |
| 6M | 0.0% | +27.4% | -27.5% | -11.9% |
| YTD | +10.2% | -9.3% | +19.5% | +10.9% |
| 1Y | +3.2% | -28.6% | +31.9% | +15.0% |
| 3Y | +21.0% | -36.8% | +57.8% | +40.7% |
| 5Y | +37.9% | -28.6% | +66.5% | +48.2% |
| All | +188.3% | +64.8% | +123.5% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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