+195.3%
ITW vs P
+686.0%
-490.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.2% | -0.3% |
| 7D | -1.6% | -4.7% | +3.1% | -1.2% |
| 30D | +8.9% | -31.4% | +40.3% | +13.5% |
| 3M | -0.9% | -2.6% | +1.8% | -1.8% |
| 6M | +16.0% | +21.9% | -6.0% | +10.2% |
| YTD | +19.4% | +58.9% | -39.5% | +8.2% |
| 1Y | +20.7% | +21.7% | -1.1% | +12.5% |
| 3Y | +33.4% | +193.3% | -159.9% | +1.1% |
| 5Y | +39.1% | +275.1% | -236.0% | -2.4% |
| 10Y | +195.3% | +655.3% | -460.1% | +71.0% |
| All | +195.3% | +686.0% | -490.7% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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