+34,456.9%
LOW vs ITW
+9,371.1%
+25,085.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.7% | -0.1% |
| 7D | -0.6% | -1.9% | +1.3% | +0.4% |
| 30D | -9.3% | -10.4% | +1.1% | -3.6% |
| 3M | -8.1% | +3.5% | -11.6% | -9.8% |
| 6M | -19.8% | -3.4% | -16.4% | -18.1% |
| YTD | -16.4% | +8.5% | -24.9% | -19.9% |
| 1Y | -24.7% | +3.2% | -27.9% | -26.0% |
| 3Y | -8.8% | +18.9% | -27.7% | -17.2% |
| 5Y | +7.8% | +35.0% | -27.3% | -8.7% |
| 10Y | +233.8% | +188.6% | +45.2% | +88.2% |
| All | +34,456.9% | +9,371.1% | +25,085.9% | +4,444.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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