+108.3%
META vs ITW
+19.4%
+88.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | +6.7% | -3.6% | +10.3% | +8.3% |
| 30D | +4.8% | -9.1% | +13.9% | +9.1% |
| 3M | -1.6% | +8.2% | -9.8% | -5.1% |
| 6M | -7.5% | -4.8% | -2.7% | -6.0% |
| YTD | -6.4% | +11.0% | -17.4% | -11.2% |
| 1Y | -17.3% | +4.2% | -21.6% | -19.5% |
| All | +108.3% | +19.4% | +88.9% | +87.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling