+32.6%
NET vs ITW
+43.7%
-11.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -4.9% | -4.4% |
| 7D | -16.4% | +6.3% | -22.7% | -20.6% |
| 30D | -25.8% | +11.1% | -36.9% | -32.2% |
| 3M | -11.5% | +0.1% | -11.6% | -12.2% |
| 6M | +18.9% | +18.1% | +0.8% | +1.2% |
| YTD | +35.2% | +21.4% | +13.8% | +8.7% |
| 1Y | +14.5% | +22.9% | -8.4% | -9.7% |
| 3Y | +313.8% | +35.2% | +278.6% | +178.3% |
| 5Y | +32.6% | +42.1% | -9.5% | -30.5% |
| All | +32.6% | +43.7% | -11.2% | -30.5% |
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