+62.8%
META vs ITW
+34.1%
+28.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.4% |
| 7D | +6.7% | -3.6% | +10.3% | +9.3% |
| 30D | +4.8% | -9.1% | +13.9% | +11.6% |
| 3M | -1.6% | +8.2% | -9.8% | -7.2% |
| 6M | -7.5% | -4.8% | -2.7% | -4.8% |
| YTD | -6.4% | +11.0% | -17.4% | -14.1% |
| 1Y | -17.3% | +4.2% | -21.6% | -21.1% |
| 3Y | +109.9% | +17.3% | +92.7% | +77.2% |
| All | +62.8% | +34.1% | +28.7% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling