+19.1%
ITW vs FDS
-32.7%
+51.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | -1.3% |
| 7D | -1.9% | -8.8% | +6.9% | -0.7% |
| 30D | -10.4% | -1.4% | -9.0% | -10.3% |
| 3M | +3.5% | +13.9% | -10.4% | +1.8% |
| 6M | -3.4% | +27.4% | -30.8% | -7.2% |
| YTD | +8.5% | -2.5% | +11.0% | +11.4% |
| 1Y | +3.2% | -23.8% | +27.0% | +15.3% |
| All | +19.1% | -32.7% | +51.8% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling