+425.7%
META vs ITW
+212.0%
+213.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.1% | +3.1% | +4.1% |
| 7D | +5.7% | -1.1% | +6.9% | +6.4% |
| 30D | -10.8% | +8.6% | -19.3% | -14.6% |
| 3M | +8.4% | -2.7% | +11.1% | +9.6% |
| 6M | +5.4% | +14.0% | -8.6% | -2.2% |
| YTD | -2.6% | +18.6% | -21.2% | -11.9% |
| 1Y | +3.5% | +19.8% | -16.3% | -7.1% |
| 3Y | +102.0% | +34.8% | +67.2% | +67.4% |
| 5Y | +93.1% | +37.5% | +55.6% | +57.2% |
| 10Y | +425.7% | +199.9% | +225.8% | +211.2% |
| All | +425.7% | +212.0% | +213.7% | +211.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling