+196.2%
ON vs ITW
+1,388.0%
-1,191.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.0% |
| 7D | -2.2% | -0.4% | -1.7% | -1.7% |
| 30D | -12.4% | -9.4% | -3.0% | -4.3% |
| 3M | -41.2% | +7.1% | -48.3% | -45.2% |
| 6M | +25.0% | -1.9% | +26.8% | +26.3% |
| YTD | +31.3% | +10.4% | +20.8% | +18.7% |
| 1Y | +45.4% | +3.3% | +42.1% | +39.4% |
| 3Y | -27.4% | +21.0% | -48.4% | -38.5% |
| 5Y | +58.5% | +36.3% | +22.2% | +23.2% |
| 10Y | +561.8% | +185.8% | +376.0% | +178.5% |
| All | +196.2% | +1,388.0% | -1,191.9% | -69.3% |
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