+43.3%
ITW vs PL
+41.8%
+1.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.5% |
| 7D | +0.5% | +22.3% | -21.8% | -0.6% |
| 30D | +7.7% | -8.3% | +16.0% | +7.9% |
| 3M | -1.3% | -43.3% | +41.9% | +1.2% |
| 6M | +15.5% | -65.8% | +81.3% | +20.9% |
| YTD | +18.6% | -29.5% | +48.1% | +17.5% |
| 1Y | +19.8% | +11.7% | +8.1% | +14.6% |
| 3Y | +32.5% | +540.6% | -508.0% | +5.5% |
| 5Y | +35.3% | +32.9% | +2.4% | +12.9% |
| All | +43.3% | +41.8% | +1.5% | +19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling