+188.3%
ITW vs RSG
+428.9%
-240.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.4% | +0.7% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | -8.3% | +4.0% | -12.3% | -10.6% |
| 3M | +6.0% | +7.4% | -1.3% | +1.1% |
| 6M | 0.0% | +0.1% | -0.1% | -0.9% |
| YTD | +10.2% | +6.0% | +4.2% | +4.9% |
| 1Y | +3.2% | -3.0% | +6.2% | +3.9% |
| 3Y | +21.0% | +56.5% | -35.5% | -15.1% |
| 5Y | +37.9% | +90.9% | -53.0% | -18.9% |
| All | +188.3% | +428.9% | -240.7% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling