+1,295.5%
ITW vs RSG
+1,999.8%
-704.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -2.4% | -1.8% | -0.6% | -1.8% |
| 30D | -9.5% | +2.8% | -12.3% | -10.4% |
| 3M | +6.6% | +4.3% | +2.4% | +4.9% |
| 6M | -1.8% | -0.5% | -1.2% | -2.0% |
| YTD | +9.0% | +5.2% | +3.8% | +6.5% |
| 1Y | +3.6% | -2.1% | +5.7% | +3.7% |
| 3Y | +19.4% | +56.5% | -37.1% | +0.9% |
| 5Y | +36.4% | +89.5% | -53.1% | +7.4% |
| 10Y | +190.0% | +424.8% | -234.8% | +67.2% |
| All | +1,295.5% | +1,999.8% | -704.3% | +439.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling