+6,983.7%
ITW vs M
+436.6%
+6,547.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.3% | -0.1% |
| 7D | +2.3% | +7.0% | -4.7% | +0.8% |
| 30D | +6.7% | +8.9% | -2.2% | +4.5% |
| 3M | -0.5% | +4.5% | -5.0% | -1.9% |
| 6M | +16.4% | +36.2% | -19.8% | +7.7% |
| YTD | +19.0% | +15.1% | +3.8% | +13.7% |
| 1Y | +20.2% | +27.4% | -7.2% | +12.2% |
| 3Y | +33.1% | +160.1% | -127.1% | +0.3% |
| 5Y | +35.7% | -1.6% | +37.3% | +19.4% |
| 10Y | +194.0% | -7.7% | +201.7% | +116.5% |
| All | +6,983.7% | +436.6% | +6,547.1% | +3,077.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling