+306.2%
ITW vs P
+485.4%
-179.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -1.9% | -0.7% |
| 7D | -3.6% | +6.5% | -10.1% | -4.4% |
| 30D | -9.1% | +18.8% | -28.0% | -11.5% |
| 3M | +8.2% | +26.7% | -18.5% | +4.1% |
| 6M | -4.8% | +62.2% | -66.9% | -12.1% |
| YTD | +11.0% | +48.5% | -37.5% | +3.1% |
| 1Y | +4.2% | +26.4% | -22.1% | -2.3% |
| 3Y | +17.3% | +159.4% | -142.1% | -6.6% |
| 5Y | +33.0% | +275.8% | -242.8% | -2.9% |
| 10Y | +182.3% | +732.0% | -549.7% | +74.8% |
| All | +306.2% | +485.4% | -179.2% | +150.1% |
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