+1,775.9%
ITW vs FE
+561.4%
+1,214.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -3.6% | +1.9% | -5.5% | -4.2% |
| 30D | -9.1% | -1.2% | -8.0% | -8.8% |
| 3M | +8.2% | +3.5% | +4.7% | +6.8% |
| 6M | -4.8% | -6.1% | +1.3% | -2.7% |
| YTD | +11.0% | +7.6% | +3.4% | +7.9% |
| 1Y | +4.2% | +11.9% | -7.7% | -0.3% |
| 3Y | +17.3% | +48.4% | -31.2% | -0.1% |
| 5Y | +33.0% | +44.8% | -11.8% | +13.6% |
| 10Y | +182.3% | +115.9% | +66.4% | +98.5% |
| All | +1,775.9% | +561.4% | +1,214.5% | +703.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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