+36.4%
ITW vs VO
+40.2%
-3.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.2% |
| 7D | -2.4% | -2.5% | +0.1% | -0.2% |
| 30D | -9.5% | -3.2% | -6.3% | -6.9% |
| 3M | +6.6% | +3.9% | +2.7% | +3.3% |
| 6M | -1.8% | +9.6% | -11.4% | -9.2% |
| YTD | +9.0% | +11.6% | -2.6% | -0.7% |
| 1Y | +3.6% | +12.6% | -9.1% | -6.5% |
| 3Y | +19.4% | +55.4% | -35.9% | -17.5% |
| 5Y | +36.4% | +41.8% | -5.4% | -2.3% |
| All | +36.4% | +40.2% | -3.8% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling