+3.6%
ITW vs REPL
+126.3%
-122.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.4% | +8.8% | +0.4% |
| 7D | -2.4% | -13.4% | +11.0% | -2.5% |
| 30D | -9.5% | -3.0% | -6.5% | -9.5% |
| 3M | +6.6% | +56.3% | -49.7% | +7.0% |
| 6M | -1.8% | +60.9% | -62.6% | -0.5% |
| YTD | +9.0% | +36.2% | -27.2% | +10.4% |
| 1Y | +3.6% | +121.0% | -117.5% | +3.8% |
| All | +3.6% | +126.3% | -122.8% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling