+8,933.7%
ITW vs UL
+2,550.6%
+6,383.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.8% | +1.0% |
| 7D | -2.4% | -4.1% | +1.7% | -0.8% |
| 30D | -9.5% | -1.2% | -8.3% | -9.2% |
| 3M | +6.6% | +6.0% | +0.7% | +4.1% |
| 6M | -1.8% | -5.5% | +3.7% | -0.2% |
| YTD | +9.0% | -3.3% | +12.3% | +9.7% |
| 1Y | +3.6% | -9.8% | +13.4% | +6.8% |
| 3Y | +19.4% | +20.1% | -0.7% | +9.2% |
| 5Y | +36.4% | +19.2% | +17.2% | +23.3% |
| 10Y | +190.0% | +65.4% | +124.6% | +126.6% |
| All | +8,933.7% | +2,550.6% | +6,383.2% | +2,863.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling