+790.9%
NOW vs ITW
+183.0%
+607.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.4% |
| 7D | -4.1% | -1.9% | -2.2% | -3.1% |
| 30D | +2.9% | -10.4% | +13.2% | +8.5% |
| 3M | +22.6% | +3.5% | +19.0% | +20.1% |
| 6M | +7.5% | -3.4% | +10.9% | +8.1% |
| YTD | -14.4% | +8.5% | -22.9% | -20.2% |
| 1Y | -29.8% | +3.2% | -33.0% | -32.8% |
| 3Y | +9.2% | +18.9% | -9.6% | -4.8% |
| 5Y | +0.8% | +35.0% | -34.2% | -18.8% |
| 10Y | +790.9% | +188.6% | +602.3% | +364.5% |
| All | +790.9% | +183.0% | +607.9% | +364.5% |
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 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