+121.9%
ITW vs REPL
-19.2%
+141.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.2% |
| 7D | -0.7% | -14.1% | +13.4% | -0.4% |
| 30D | -8.3% | -15.2% | +6.9% | -8.0% |
| 3M | +6.0% | +49.9% | -43.9% | +3.6% |
| 6M | 0.0% | +63.5% | -63.6% | -5.2% |
| YTD | +10.2% | +32.9% | -22.7% | +5.1% |
| 1Y | +3.2% | +115.0% | -111.8% | -5.5% |
| 3Y | +21.0% | -34.7% | +55.7% | +7.5% |
| 5Y | +37.9% | -59.7% | +97.6% | +24.6% |
| All | +121.9% | -19.2% | +141.2% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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