+188.3%
ITW vs VMC
+156.6%
+31.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | +0.8% |
| 7D | -0.7% | -3.8% | +3.0% | +0.8% |
| 30D | -8.3% | -9.7% | +1.4% | -4.6% |
| 3M | +6.0% | -9.6% | +15.7% | +10.1% |
| 6M | 0.0% | -4.8% | +4.8% | +1.5% |
| YTD | +10.2% | -10.9% | +21.1% | +14.4% |
| 1Y | +3.2% | -15.6% | +18.8% | +9.3% |
| 3Y | +21.0% | +19.3% | +1.7% | +9.8% |
| 5Y | +37.9% | +48.0% | -10.1% | +13.3% |
| All | +188.3% | +156.6% | +31.7% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 10y: compounded portfolio wealth divided by compounded VMC 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…
10y analysis · Full analysis span regression · 6 months rolling