+35.0%
ITW vs REPL
-53.9%
+88.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.4% | -1.7% |
| 7D | -1.9% | -9.6% | +7.7% | -1.8% |
| 30D | -10.4% | +5.7% | -16.1% | -10.4% |
| 3M | +3.5% | +56.4% | -52.9% | +2.9% |
| 6M | -3.4% | +67.4% | -70.8% | -4.6% |
| YTD | +8.5% | +48.7% | -40.1% | +7.2% |
| 1Y | +3.2% | +148.3% | -145.0% | +0.2% |
| 3Y | +18.9% | -26.7% | +45.6% | +15.2% |
| 5Y | +35.0% | -54.1% | +89.2% | +30.0% |
| All | +35.0% | -53.9% | +88.9% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling