+8,026.5%
USB vs ITW
+10,205.9%
-2,179.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.6% | -0.6% |
| 7D | -1.5% | +1.4% | -2.9% | -2.2% |
| 30D | +4.3% | +6.8% | -2.5% | +0.6% |
| 3M | -6.1% | -3.4% | -2.7% | -4.4% |
| 6M | +9.4% | +13.5% | -4.1% | +1.6% |
| YTD | +15.2% | +18.1% | -2.9% | +4.3% |
| 1Y | +32.8% | +19.4% | +13.3% | +19.5% |
| 3Y | +91.3% | +31.5% | +59.8% | +64.2% |
| 5Y | +22.7% | +37.3% | -14.6% | +2.7% |
| 10Y | +97.0% | +217.2% | -120.1% | +8.0% |
| All | +8,026.5% | +10,205.9% | -2,179.4% | +1,633.8% |
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