+30.6%
ITW vs PL
+455.3%
-424.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.4% | -11.9% | -1.9% |
| 7D | +0.9% | -6.8% | +7.7% | +1.1% |
| 30D | +7.6% | -29.3% | +36.9% | +8.8% |
| 3M | -4.0% | -44.8% | +40.7% | -2.1% |
| 6M | +9.2% | -68.4% | +77.6% | +13.4% |
| YTD | +16.2% | -36.4% | +52.6% | +15.4% |
| 1Y | +17.9% | +0.7% | +17.2% | +13.5% |
| 3Y | +30.6% | +455.3% | -424.7% | +4.4% |
| All | +30.6% | +455.3% | -424.7% | +4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling