+94.3%
ORCL vs ITW
+36.7%
+57.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.6% |
| 7D | +15.0% | -0.4% | +15.4% | +15.2% |
| 30D | +10.5% | -9.4% | +20.0% | +14.9% |
| 3M | -23.0% | +7.1% | -30.1% | -25.7% |
| 6M | +7.0% | -1.9% | +8.8% | +6.9% |
| YTD | -15.8% | +10.4% | -26.3% | -21.0% |
| 1Y | -31.1% | +3.3% | -34.4% | -33.5% |
| 3Y | +33.3% | +21.0% | +12.3% | +15.7% |
| 5Y | +94.3% | +36.3% | +58.0% | +53.8% |
| All | +94.3% | +36.7% | +57.6% | +53.8% |
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