+22.9%
ITW vs UL
+1.7%
+21.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.3% | -0.9% | +1.3% |
| 7D | +6.3% | +4.7% | +1.6% | +4.8% |
| 30D | +11.1% | +11.6% | -0.5% | +7.3% |
| 3M | +0.1% | +5.3% | -5.2% | -1.6% |
| 6M | +18.1% | +16.0% | +2.0% | +12.6% |
| YTD | +21.4% | +5.0% | +16.4% | +20.5% |
| 1Y | +22.9% | +1.1% | +21.8% | +24.1% |
| All | +22.9% | +1.7% | +21.2% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling