-26.2%
UBER vs ITW
+24.0%
-50.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.4% | +2.5% | +4.4% |
| 7D | +7.0% | +6.3% | +0.8% | +5.9% |
| 30D | +0.6% | +11.1% | -10.5% | -1.2% |
| 3M | -2.9% | +0.1% | -3.0% | -3.2% |
| 6M | -5.5% | +18.1% | -23.6% | -7.7% |
| YTD | -14.5% | +21.4% | -35.9% | -18.7% |
| 1Y | -26.2% | +22.9% | -49.1% | -29.4% |
| All | -26.2% | +24.0% | -50.2% | -29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling