+2.6%
NOW vs ITW
+36.7%
-34.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.5% | -4.7% |
| 7D | -6.1% | -0.4% | -5.6% | -5.8% |
| 30D | +7.5% | -9.4% | +16.9% | +12.7% |
| 3M | +17.5% | +7.1% | +10.4% | +13.2% |
| 6M | +7.9% | -1.9% | +9.8% | +7.9% |
| YTD | -12.4% | +10.4% | -22.8% | -19.9% |
| 1Y | -28.6% | +3.3% | -31.9% | -31.8% |
| 3Y | +11.8% | +21.0% | -9.2% | -7.5% |
| 5Y | +2.6% | +36.3% | -33.7% | -29.7% |
| All | +2.6% | +36.7% | -34.1% | -29.7% |
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 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