+25.1%
USB vs ITW
+38.4%
-13.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.7% |
| 7D | +1.4% | +0.5% | +0.9% | +1.1% |
| 30D | +6.4% | +9.1% | -2.6% | -0.1% |
| 3M | -4.5% | -1.6% | -2.9% | -3.5% |
| 6M | +11.4% | +14.5% | -3.1% | 0.0% |
| YTD | +17.1% | +19.2% | -2.1% | +0.9% |
| 1Y | +32.6% | +20.9% | +11.7% | +12.9% |
| 3Y | +101.8% | +33.1% | +68.7% | +59.8% |
| 5Y | +25.1% | +38.2% | -13.1% | -7.9% |
| All | +25.1% | +38.4% | -13.3% | -7.9% |
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 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