+4.2%
ITW vs PL
+176.6%
-172.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.6% |
| 7D | -3.6% | -9.3% | +5.7% | -3.6% |
| 30D | -9.1% | -18.9% | +9.8% | -9.2% |
| 3M | +8.2% | -58.4% | +66.6% | +8.4% |
| 6M | -4.8% | -30.3% | +25.5% | -5.0% |
| YTD | +11.0% | -8.1% | +19.1% | +10.3% |
| 1Y | +4.2% | +180.5% | -176.3% | +1.2% |
| All | +4.2% | +176.6% | -172.4% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling