+108.7%
USB vs ITW
+182.5%
-73.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.2% |
| 7D | +1.4% | -3.6% | +5.0% | +4.2% |
| 30D | -1.3% | -9.1% | +7.8% | +5.9% |
| 3M | +15.2% | +8.2% | +7.0% | +8.0% |
| 6M | +18.8% | -4.8% | +23.6% | +22.3% |
| YTD | +21.0% | +11.0% | +10.0% | +10.5% |
| 1Y | +34.0% | +4.2% | +29.8% | +28.0% |
| 3Y | +95.3% | +17.3% | +78.1% | +71.3% |
| 5Y | +40.4% | +33.0% | +7.4% | +10.6% |
| All | +108.7% | +182.5% | -73.8% | +2.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling