+1,988.6%
NOW vs ITW
+662.0%
+1,326.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | -0.4% |
| 7D | -3.1% | -1.1% | -1.9% | -2.5% |
| 30D | -27.0% | +8.6% | -35.6% | -30.6% |
| 3M | -17.7% | -2.7% | -15.0% | -16.9% |
| 6M | +12.7% | +14.0% | -1.3% | +3.5% |
| YTD | -32.9% | +18.6% | -51.5% | -41.3% |
| 1Y | -40.4% | +19.8% | -60.2% | -48.2% |
| 3Y | -17.1% | +34.8% | -51.9% | -34.2% |
| 5Y | -25.7% | +37.5% | -63.2% | -42.3% |
| 10Y | +504.6% | +199.9% | +304.7% | +151.9% |
| All | +1,988.6% | +662.0% | +1,326.6% | +406.3% |
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