+16.4%
ITW vs RL
+15.6%
+0.8%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.5% |
| 7D | +2.3% | +2.6% | -0.2% | +1.8% |
| 30D | +6.7% | +2.9% | +3.8% | +6.3% |
| 3M | -0.5% | 0.0% | -0.6% | -0.8% |
| 6M | +16.4% | +17.1% | -0.7% | +14.1% |
| All | +16.4% | +15.6% | +0.8% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 6mo: compounded portfolio wealth divided by compounded RL 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…
6mo analysis · Full analysis span regression · 6 months rolling