+21.0%
ITW vs REPL
-24.7%
+45.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.5% |
| 7D | -0.4% | -5.7% | +5.3% | -0.5% |
| 30D | -9.4% | +22.5% | -31.9% | -9.4% |
| 3M | +7.1% | +64.7% | -57.6% | +7.2% |
| 6M | -1.9% | +83.0% | -84.9% | -1.5% |
| YTD | +10.4% | +52.0% | -41.5% | +10.8% |
| 1Y | +3.3% | +144.5% | -141.2% | +3.1% |
| 3Y | +21.0% | -25.1% | +46.1% | +19.3% |
| All | +21.0% | -24.7% | +45.7% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling