+194.2%
ITW vs PAAS
+207.5%
-13.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.4% |
| 7D | +0.5% | -7.0% | +7.5% | +1.0% |
| 30D | +7.7% | -15.3% | +23.0% | +9.0% |
| 3M | -1.3% | -27.7% | +26.4% | +0.9% |
| 6M | +15.5% | -40.5% | +56.0% | +19.6% |
| YTD | +18.6% | -26.5% | +45.1% | +20.2% |
| 1Y | +19.8% | -0.8% | +20.6% | +18.3% |
| 3Y | +32.5% | +196.9% | -164.4% | +16.6% |
| 5Y | +35.3% | +49.2% | -13.8% | +23.9% |
| All | +194.2% | +207.5% | -13.3% | +151.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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