+813.5%
ITW vs VYM
+488.1%
+325.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.4% |
| 7D | -0.7% | -0.8% | +0.1% | +0.1% |
| 30D | -8.3% | -2.2% | -6.1% | -6.0% |
| 3M | +6.0% | +3.1% | +3.0% | +2.7% |
| 6M | 0.0% | +9.7% | -9.7% | -9.4% |
| YTD | +10.2% | +14.9% | -4.7% | -4.8% |
| 1Y | +3.2% | +17.6% | -14.4% | -13.1% |
| 3Y | +21.0% | +65.3% | -44.3% | -29.2% |
| 5Y | +37.9% | +78.7% | -40.8% | -25.2% |
| 10Y | +193.2% | +208.2% | -15.0% | -9.2% |
| All | +813.5% | +488.1% | +325.5% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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