+41.2%
USB vs ITW
+34.1%
+7.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.2% |
| 7D | +1.4% | -3.6% | +5.0% | +4.1% |
| 30D | -1.3% | -9.1% | +7.8% | +5.8% |
| 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% | +10.2% |
| 1Y | +34.0% | +4.2% | +29.8% | +27.9% |
| 3Y | +95.3% | +17.3% | +78.1% | +70.5% |
| All | +41.2% | +34.1% | +7.0% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling