+521.8%
NOW vs ITW
+198.0%
+323.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +2.9% | +3.0% |
| 7D | -5.6% | -1.6% | -3.9% | -4.8% |
| 30D | -26.8% | +8.9% | -35.7% | -30.0% |
| 3M | -19.4% | -0.9% | -18.6% | -19.5% |
| 6M | +12.3% | +16.0% | -3.7% | +3.3% |
| YTD | -32.9% | +19.4% | -52.4% | -40.7% |
| 1Y | -40.3% | +20.7% | -61.0% | -47.6% |
| 3Y | -19.1% | +33.4% | -52.5% | -33.9% |
| 5Y | -24.4% | +39.1% | -63.4% | -40.3% |
| 10Y | +521.8% | +195.3% | +326.5% | +185.7% |
| All | +521.8% | +198.0% | +323.8% | +185.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling