+4.2%
ITW vs UL
-8.6%
+12.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -3.6% | -1.3% | -2.2% | -3.2% |
| 30D | -9.1% | +0.5% | -9.6% | -9.3% |
| 3M | +8.2% | +17.6% | -9.4% | +3.1% |
| 6M | -4.8% | -5.4% | +0.6% | -2.6% |
| YTD | +11.0% | +0.7% | +10.3% | +11.5% |
| 1Y | +4.2% | -9.3% | +13.5% | +11.8% |
| All | +4.2% | -8.6% | +12.9% | +11.8% |
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