+12.3%
NOW vs ITW
+14.6%
-2.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +2.9% | +3.2% |
| 7D | -5.6% | -1.6% | -3.9% | -5.8% |
| 30D | -26.8% | +8.9% | -35.7% | -25.7% |
| 3M | -19.4% | -0.9% | -18.6% | -19.6% |
| 6M | +12.3% | +16.0% | -3.7% | +37.4% |
| All | +12.3% | +14.6% | -2.3% | +37.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling