+140.5%
ITW vs REPL
+36.1%
+104.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.7% | +0.4% |
| 7D | -1.6% | +5.3% | -6.9% | -1.8% |
| 30D | +8.9% | +66.6% | -57.7% | +7.4% |
| 3M | -0.9% | +59.6% | -60.4% | -2.2% |
| 6M | +16.0% | +482.4% | -466.4% | +7.8% |
| YTD | +19.4% | +124.1% | -104.6% | +12.3% |
| 1Y | +20.7% | +138.6% | -117.9% | +13.1% |
| 3Y | +33.4% | +96.0% | -62.6% | +11.0% |
| 5Y | +39.1% | -35.4% | +74.5% | +24.6% |
| All | +140.5% | +36.1% | +104.4% | +71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling