+32.6%
USB vs ITW
+20.5%
+12.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +1.4% | +0.5% | +0.9% | +1.2% |
| 30D | +6.4% | +9.1% | -2.6% | +2.3% |
| 3M | -4.5% | -1.6% | -2.9% | -3.8% |
| 6M | +11.4% | +14.5% | -3.1% | +4.0% |
| YTD | +17.1% | +19.2% | -2.1% | +5.4% |
| 1Y | +32.6% | +20.9% | +11.7% | +16.9% |
| All | +32.6% | +20.5% | +12.1% | +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