+375.1%
META vs ITW
+185.4%
+189.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +6.0% | -0.4% | +6.5% | +6.3% |
| 30D | +3.6% | -9.4% | +13.0% | +9.1% |
| 3M | +4.9% | +7.1% | -2.2% | +0.9% |
| 6M | -4.7% | -1.9% | -2.8% | -4.0% |
| YTD | -6.9% | +10.4% | -17.3% | -12.3% |
| 1Y | -18.2% | +3.3% | -21.5% | -20.5% |
| 3Y | +107.8% | +21.0% | +86.7% | +83.0% |
| 5Y | +63.9% | +36.3% | +27.6% | +35.4% |
| 10Y | +375.1% | +185.8% | +189.3% | +186.4% |
| All | +375.1% | +185.4% | +189.6% | +186.4% |
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