+1,053.7%
ITW vs VO
+821.9%
+231.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | 0.0% |
| 7D | -0.4% | +0.6% | -1.1% | -1.0% |
| 30D | -9.4% | -1.1% | -8.4% | -8.5% |
| 3M | +7.1% | +4.5% | +2.6% | +2.9% |
| 6M | -1.9% | +11.1% | -12.9% | -10.9% |
| YTD | +10.4% | +13.5% | -3.1% | -1.7% |
| 1Y | +3.3% | +14.5% | -11.2% | -8.9% |
| 3Y | +21.0% | +58.1% | -37.1% | -21.0% |
| 5Y | +36.3% | +43.3% | -7.0% | -3.5% |
| 10Y | +185.8% | +193.2% | -7.4% | +4.1% |
| All | +1,053.7% | +821.9% | +231.8% | +46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling