+728.5%
ITW vs UUUU
-92.5%
+821.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.3% | +6.8% | +0.8% |
| 7D | -2.4% | -5.0% | +2.6% | -2.1% |
| 30D | -9.5% | -7.8% | -1.8% | -9.2% |
| 3M | +6.6% | -0.4% | +7.1% | +6.3% |
| 6M | -1.8% | -32.9% | +31.1% | -0.4% |
| YTD | +9.0% | -6.3% | +15.3% | +7.7% |
| 1Y | +3.6% | +7.9% | -4.4% | +0.5% |
| 3Y | +19.4% | +85.2% | -65.8% | +9.7% |
| 5Y | +36.4% | +97.0% | -60.6% | +21.7% |
| 10Y | +190.0% | +492.6% | -302.6% | +127.3% |
| All | +728.5% | -92.5% | +821.0% | +552.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling