-29.8%
NOW vs ITW
+2.1%
-31.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -2.9% |
| 7D | -4.1% | -1.9% | -2.2% | -4.8% |
| 30D | +2.9% | -10.4% | +13.2% | -1.3% |
| 3M | +22.6% | +3.5% | +19.0% | +26.9% |
| 6M | +7.5% | -3.4% | +10.9% | +9.3% |
| YTD | -14.4% | +8.5% | -22.9% | -12.8% |
| 1Y | -29.8% | +3.2% | -33.0% | -26.8% |
| All | -29.8% | +2.1% | -31.9% | -26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling