+374.9%
V vs ITW
+191.6%
+183.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.3% |
| 7D | -3.0% | -2.4% | -0.7% | -1.7% |
| 30D | +1.2% | -9.5% | +10.7% | +7.0% |
| 3M | +13.9% | +6.6% | +7.3% | +9.5% |
| 6M | +17.2% | -1.8% | +19.0% | +17.6% |
| YTD | +5.3% | +9.0% | -3.7% | -1.1% |
| 1Y | +9.5% | +3.6% | +5.9% | +5.7% |
| 3Y | +51.9% | +19.4% | +32.5% | +33.1% |
| 5Y | +69.6% | +36.4% | +33.2% | +34.4% |
| All | +374.9% | +191.6% | +183.4% | +150.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling