+7,985.7%
USB vs ITW
+10,044.9%
-2,059.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.4% |
| 7D | 0.0% | +0.9% | -0.9% | -0.5% |
| 30D | +5.8% | +7.6% | -1.7% | +1.7% |
| 3M | -6.0% | -4.0% | -1.9% | -4.0% |
| 6M | +7.8% | +9.2% | -1.4% | +2.3% |
| YTD | +14.6% | +16.2% | -1.6% | +4.7% |
| 1Y | +31.8% | +17.9% | +13.8% | +19.4% |
| 3Y | +91.5% | +30.6% | +60.9% | +65.1% |
| 5Y | +22.0% | +35.2% | -13.1% | +3.0% |
| 10Y | +96.1% | +212.2% | -116.2% | +8.4% |
| All | +7,985.7% | +10,044.9% | -2,059.2% | +1,639.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling