+336.7%
RF vs ITW
+185.4%
+151.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -0.7% |
| 7D | +2.7% | -0.4% | +3.1% | +3.1% |
| 30D | -3.4% | -9.4% | +6.1% | +5.2% |
| 3M | +6.4% | +7.1% | -0.7% | -0.4% |
| 6M | +13.4% | -1.9% | +15.3% | +14.2% |
| YTD | +14.2% | +10.4% | +3.8% | +3.3% |
| 1Y | +15.7% | +3.3% | +12.4% | +10.5% |
| 3Y | +91.3% | +21.0% | +70.3% | +59.1% |
| 5Y | +89.8% | +36.3% | +53.4% | +39.7% |
| 10Y | +336.7% | +185.8% | +150.9% | +83.0% |
| All | +336.7% | +185.4% | +151.2% | +83.0% |
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