+36.3%
ITW vs PL
+79.0%
-42.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.4% |
| 7D | -0.4% | -7.5% | +7.1% | -0.1% |
| 30D | -9.4% | -25.6% | +16.1% | -8.1% |
| 3M | +7.1% | -45.6% | +52.7% | +10.1% |
| 6M | -1.9% | -29.5% | +27.7% | -1.8% |
| YTD | +10.4% | -9.7% | +20.1% | +8.4% |
| 1Y | +3.3% | +84.4% | -81.1% | -4.1% |
| 3Y | +21.0% | +550.0% | -529.0% | -3.1% |
| 5Y | +36.3% | +79.0% | -42.7% | +11.1% |
| All | +36.3% | +79.0% | -42.7% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling