+3,031.7%
ITW vs FDS
+10,480.1%
-7,448.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +2.3% | +1.5% | +0.9% | +1.9% |
| 30D | +6.7% | +14.8% | -8.1% | +2.5% |
| 3M | -0.5% | +16.3% | -16.8% | -5.3% |
| 6M | +16.4% | +66.2% | -49.8% | -1.2% |
| YTD | +19.0% | +16.2% | +2.7% | +10.1% |
| 1Y | +20.2% | +21.8% | -1.6% | +9.5% |
| 3Y | +33.1% | -23.9% | +57.0% | +38.0% |
| 5Y | +35.7% | -23.1% | +58.8% | +39.3% |
| 10Y | +194.0% | +128.7% | +65.3% | +119.7% |
| All | +3,031.7% | +10,480.1% | -7,448.3% | +1,024.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling