+32.4%
USB vs ITW
+20.6%
+11.8%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -0.5% | -1.6% | +1.1% | +0.2% |
| 30D | +5.7% | +8.9% | -3.2% | +1.7% |
| 3M | -4.7% | -0.9% | -3.8% | -4.3% |
| 6M | +13.4% | +16.0% | -2.6% | +5.2% |
| YTD | +17.0% | +19.4% | -2.4% | +5.2% |
| 1Y | +32.4% | +20.7% | +11.7% | +16.9% |
| All | +32.4% | +20.6% | +11.8% | +16.9% |
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