+1.9%
META vs ITW
+19.9%
-18.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.1% | +3.1% | +4.6% |
| 7D | +5.7% | -1.1% | +6.9% | +6.0% |
| 30D | -10.8% | +8.6% | -19.3% | -12.6% |
| 3M | +8.4% | -2.7% | +11.1% | +10.0% |
| 6M | +5.4% | +14.0% | -8.6% | +1.4% |
| YTD | -2.6% | +18.6% | -21.2% | -6.7% |
| All | +1.9% | +19.9% | -18.1% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling