-18.2%
META vs ITW
+3.8%
-21.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +6.0% | -0.4% | +6.5% | +6.2% |
| 30D | +3.6% | -9.4% | +13.0% | +6.5% |
| 3M | +4.9% | +7.1% | -2.2% | +3.3% |
| 6M | -4.7% | -1.9% | -2.8% | -5.6% |
| YTD | -6.9% | +10.4% | -17.3% | -7.9% |
| 1Y | -18.2% | +3.3% | -21.5% | -21.7% |
| All | -18.2% | +3.8% | -21.9% | -21.7% |
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 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