+9,757.5%
ITW vs GEN
+8,765.9%
+991.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | 0.0% |
| 7D | +2.3% | +2.0% | +0.3% | +2.1% |
| 30D | +6.7% | +27.7% | -21.0% | +3.1% |
| 3M | -0.5% | +3.3% | -3.8% | -1.5% |
| 6M | +16.4% | +31.8% | -15.4% | +11.4% |
| YTD | +19.0% | +13.5% | +5.4% | +15.6% |
| 1Y | +20.2% | +16.0% | +4.2% | +16.4% |
| 3Y | +33.1% | +70.6% | -37.5% | +21.9% |
| 5Y | +35.7% | +32.1% | +3.6% | +27.2% |
| 10Y | +194.0% | +153.4% | +40.6% | +145.8% |
| All | +9,757.5% | +8,765.9% | +991.6% | +4,415.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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