+1,435.1%
RF vs ITW
+10,253.6%
-8,818.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +0.8% |
| 7D | -0.1% | -1.1% | +1.0% | +0.6% |
| 30D | +7.0% | +8.6% | -1.5% | +1.4% |
| 3M | -7.0% | -2.7% | -4.3% | -5.5% |
| 6M | +6.8% | +14.0% | -7.2% | -2.5% |
| YTD | +9.9% | +18.6% | -8.7% | -2.6% |
| 1Y | +21.1% | +19.8% | +1.3% | +6.6% |
| 3Y | +119.6% | +34.8% | +84.8% | +79.9% |
| 5Y | +46.2% | +37.5% | +8.7% | +18.1% |
| 10Y | +261.5% | +199.9% | +61.6% | +85.6% |
| All | +1,435.1% | +10,253.6% | -8,818.5% | +177.6% |
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