+188.3%
ITW vs VO
+200.3%
-12.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.4% |
| 7D | -0.7% | -1.5% | +0.8% | +0.7% |
| 30D | -8.3% | -3.0% | -5.3% | -5.6% |
| 3M | +6.0% | +2.8% | +3.2% | +3.3% |
| 6M | 0.0% | +10.9% | -10.9% | -9.3% |
| YTD | +10.2% | +12.5% | -2.2% | -1.3% |
| 1Y | +3.2% | +12.0% | -8.8% | -7.3% |
| 3Y | +21.0% | +56.3% | -35.3% | -20.9% |
| 5Y | +37.9% | +42.9% | -5.0% | -2.9% |
| All | +188.3% | +200.3% | -12.0% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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