+49.6%
ON vs ITW
+35.1%
+14.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.7% |
| 7D | -4.7% | -2.4% | -2.4% | -2.2% |
| 30D | -13.5% | -9.5% | -4.0% | -3.4% |
| 3M | -36.3% | +6.6% | -43.0% | -41.8% |
| 6M | +17.8% | -1.8% | +19.5% | +18.4% |
| YTD | +29.6% | +9.0% | +20.6% | +14.5% |
| 1Y | +45.8% | +3.6% | +42.2% | +36.4% |
| 3Y | -28.3% | +19.4% | -47.8% | -43.1% |
| 5Y | +49.6% | +36.4% | +13.3% | -4.3% |
| All | +49.6% | +35.1% | +14.5% | -4.3% |
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 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