+1,402.2%
RF vs ITW
+10,044.9%
-8,642.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.7% |
| 7D | -0.9% | +0.9% | -1.8% | -1.5% |
| 30D | +6.0% | +7.6% | -1.6% | +1.0% |
| 3M | -8.9% | -4.0% | -4.8% | -6.6% |
| 6M | +2.3% | +9.2% | -6.9% | -3.9% |
| YTD | +7.6% | +16.2% | -8.7% | -3.4% |
| 1Y | +21.2% | +17.9% | +3.2% | +7.7% |
| 3Y | +108.5% | +30.6% | +78.0% | +74.4% |
| 5Y | +43.2% | +35.2% | +8.1% | +17.0% |
| 10Y | +288.1% | +212.2% | +75.8% | +94.9% |
| All | +1,402.2% | +10,044.9% | -8,642.7% | +175.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling