+9,052.6%
ITW vs VMC
+3,191.4%
+5,861.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.1% |
| 7D | -0.4% | -0.5% | +0.1% | -0.3% |
| 30D | -9.4% | -9.1% | -0.3% | -6.1% |
| 3M | +7.1% | -4.1% | +11.3% | +8.6% |
| 6M | -1.9% | -5.5% | +3.7% | -0.1% |
| YTD | +10.4% | -8.9% | +19.4% | +13.6% |
| 1Y | +3.3% | -12.9% | +16.2% | +7.9% |
| 3Y | +21.0% | +22.1% | -1.1% | +9.4% |
| 5Y | +36.3% | +52.7% | -16.4% | +11.8% |
| 10Y | +185.8% | +152.7% | +33.0% | +81.1% |
| All | +9,052.6% | +3,191.4% | +5,861.1% | +2,022.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling