+336.0%
ITW vs P
+499.9%
-163.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | +0.5% | -13.3% | +13.8% | +2.0% |
| 30D | +9.1% | -34.0% | +43.0% | +13.9% |
| 3M | -1.6% | +4.1% | -5.6% | -3.4% |
| 6M | +14.5% | +30.5% | -16.0% | +7.9% |
| YTD | +19.2% | +52.2% | -33.0% | +9.2% |
| 1Y | +20.9% | +10.3% | +10.7% | +14.7% |
| 3Y | +33.1% | +180.9% | -147.7% | +3.7% |
| 5Y | +38.2% | +259.7% | -221.5% | +0.7% |
| 10Y | +196.2% | +652.6% | -456.5% | +82.5% |
| All | +336.0% | +499.9% | -163.9% | +164.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling