+194.2%
ITW vs M
-8.5%
+202.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.3% |
| 7D | +0.5% | +0.6% | -0.1% | +0.3% |
| 30D | +7.7% | +7.0% | +0.7% | +6.3% |
| 3M | -1.3% | +3.1% | -4.5% | -2.1% |
| 6M | +15.5% | +33.5% | -18.0% | +9.2% |
| YTD | +18.6% | +13.4% | +5.2% | +15.0% |
| 1Y | +19.8% | +22.4% | -2.6% | +14.5% |
| 3Y | +32.5% | +150.9% | -118.4% | +7.7% |
| 5Y | +35.3% | -3.0% | +38.4% | +23.5% |
| All | +194.2% | -8.5% | +202.7% | +107.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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