+22.9%
ITW vs UUUU
-55.1%
+78.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.4% |
| 7D | +6.3% | -14.4% | +20.7% | +6.4% |
| 30D | +11.1% | -33.6% | +44.7% | +11.4% |
| 3M | +0.1% | -44.2% | +44.3% | +0.5% |
| 6M | +18.1% | -66.8% | +84.9% | +19.7% |
| YTD | +21.4% | -50.6% | +72.0% | +22.8% |
| 1Y | +22.9% | -57.8% | +80.7% | +24.0% |
| All | +22.9% | -55.1% | +78.0% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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