+9,883.5%
TER vs ITW
+10,282.1%
-398.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.6% |
| 7D | +14.4% | +2.3% | +12.0% | +12.6% |
| 30D | -30.6% | +6.7% | -37.3% | -33.9% |
| 3M | -39.2% | -0.5% | -38.6% | -39.3% |
| 6M | -31.3% | +16.4% | -47.7% | -39.1% |
| YTD | +29.1% | +19.0% | +10.1% | +13.5% |
| 1Y | +47.4% | +20.2% | +27.2% | +28.4% |
| 3Y | +191.2% | +33.1% | +158.1% | +137.7% |
| 5Y | +74.0% | +35.7% | +38.3% | +42.1% |
| 10Y | +1,005.1% | +194.0% | +811.0% | +422.6% |
| All | +9,883.5% | +10,282.1% | -398.6% | +797.6% |
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