-94.7%
OPEN vs ITW
+35.5%
-130.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -4.0% |
| 7D | -15.0% | +2.3% | -17.3% | -17.8% |
| 30D | -40.2% | +6.7% | -46.9% | -44.9% |
| 3M | -67.4% | -0.5% | -66.8% | -67.0% |
| 6M | -74.0% | +16.4% | -90.4% | -79.7% |
| YTD | -79.6% | +19.0% | -98.5% | -84.9% |
| 1Y | -86.1% | +20.2% | -106.3% | -90.0% |
| 3Y | -41.4% | +33.1% | -74.5% | -65.8% |
| All | -94.7% | +35.5% | -130.2% | -97.4% |
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