-24.1%
OPEN vs ITW
+18.9%
-43.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.5% | -7.1% | -7.2% |
| 7D | -10.5% | -2.4% | -8.2% | -8.1% |
| 30D | -21.8% | -9.5% | -12.3% | -12.6% |
| 3M | -37.5% | +6.6% | -44.1% | -43.3% |
| 6M | -44.1% | -1.8% | -42.4% | -44.4% |
| YTD | -52.0% | +9.0% | -61.0% | -58.7% |
| 1Y | -52.2% | +3.6% | -55.8% | -56.2% |
| All | -24.1% | +18.9% | -43.0% | -52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling