+1,945.9%
NOW vs ITW
+662.0%
+1,283.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.4% | -1.7% |
| 7D | -1.7% | +0.5% | -2.1% | -1.9% |
| 30D | -27.4% | +7.7% | -35.1% | -30.6% |
| 3M | -19.4% | -1.3% | -18.1% | -19.3% |
| 6M | +13.1% | +15.5% | -2.4% | +3.1% |
| YTD | -34.3% | +18.6% | -52.9% | -42.5% |
| 1Y | -41.8% | +19.8% | -61.6% | -49.4% |
| 3Y | -20.7% | +32.5% | -53.2% | -36.4% |
| 5Y | -27.2% | +35.3% | -62.5% | -42.9% |
| 10Y | +509.1% | +193.2% | +315.9% | +158.7% |
| All | +1,945.9% | +662.0% | +1,283.9% | +395.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling