+726.8%
ITW vs VEU
+188.7%
+538.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.1% |
| 7D | -1.9% | +0.3% | -2.2% | -2.1% |
| 30D | -10.4% | +0.7% | -11.0% | -10.9% |
| 3M | +3.5% | +4.7% | -1.2% | -0.6% |
| 6M | -3.4% | +11.6% | -15.0% | -12.5% |
| YTD | +8.5% | +16.8% | -8.3% | -5.4% |
| 1Y | +3.2% | +24.9% | -21.6% | -15.0% |
| 3Y | +18.9% | +75.7% | -56.8% | -26.6% |
| 5Y | +35.0% | +56.1% | -21.1% | -8.4% |
| 10Y | +188.6% | +153.6% | +35.0% | +32.8% |
| All | +726.8% | +188.7% | +538.1% | +202.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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