-74.2%
OPEN vs ITW
+83.1%
-157.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -1.7% |
| 7D | -11.4% | -0.7% | -10.7% | -10.7% |
| 30D | -20.1% | -8.3% | -11.7% | -11.6% |
| 3M | -37.6% | +6.0% | -43.6% | -42.8% |
| 6M | -47.1% | 0.0% | -47.0% | -48.4% |
| YTD | -52.1% | +10.2% | -62.4% | -58.8% |
| 1Y | -73.5% | +3.2% | -76.7% | -75.6% |
| 3Y | -24.4% | +21.0% | -45.4% | -42.0% |
| 5Y | -85.1% | +37.9% | -123.0% | -89.7% |
| All | -74.2% | +83.1% | -157.3% | -83.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling