+2,771.1%
NOW vs ITW
+613.2%
+2,157.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.7% |
| 7D | -2.4% | -3.6% | +1.2% | -0.4% |
| 30D | +20.5% | -9.1% | +29.7% | +27.0% |
| 3M | +18.3% | +8.2% | +10.1% | +12.6% |
| 6M | +24.1% | -4.8% | +28.8% | +25.6% |
| YTD | -7.8% | +11.0% | -18.8% | -15.8% |
| 1Y | -21.4% | +4.2% | -25.6% | -25.6% |
| 3Y | +19.5% | +17.3% | +2.3% | +3.5% |
| 5Y | +4.1% | +33.0% | -28.9% | -17.4% |
| 10Y | +826.4% | +182.3% | +644.1% | +299.8% |
| All | +2,771.1% | +613.2% | +2,157.9% | +625.7% |
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 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