+1,801.1%
ITW vs RL
+1,366.2%
+435.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -1.1% |
| 7D | -3.6% | -0.8% | -2.8% | -3.4% |
| 30D | -9.1% | -7.8% | -1.4% | -7.2% |
| 3M | +8.2% | -4.0% | +12.2% | +9.1% |
| 6M | -4.8% | -1.9% | -2.9% | -5.1% |
| YTD | +11.0% | -0.2% | +11.2% | +9.9% |
| 1Y | +4.2% | +10.7% | -6.4% | 0.0% |
| 3Y | +17.3% | +210.8% | -193.5% | -18.5% |
| 5Y | +33.0% | +238.2% | -205.2% | -12.1% |
| 10Y | +182.3% | +313.4% | -131.1% | +64.2% |
| All | +1,801.1% | +1,366.2% | +435.0% | +595.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling