-16.3%
UNH vs ITW
+20.2%
-36.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.6% |
| 7D | -4.5% | -0.7% | -3.8% | -4.4% |
| 30D | -6.5% | -8.3% | +1.8% | -4.5% |
| 3M | -6.0% | +6.0% | -12.0% | -7.5% |
| 6M | +33.7% | 0.0% | +33.7% | +33.3% |
| YTD | +16.4% | +10.2% | +6.2% | +12.8% |
| 1Y | +10.1% | +3.2% | +6.9% | +8.3% |
| 3Y | -16.3% | +21.0% | -37.3% | -20.4% |
| All | -16.3% | +20.2% | -36.5% | -20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling