+105.8%
V vs ITW
+37.5%
+68.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.4% |
| 7D | -0.4% | +0.5% | -0.8% | -0.6% |
| 30D | +6.3% | +7.7% | -1.4% | +2.5% |
| 3M | +17.2% | -1.3% | +18.5% | +17.8% |
| 6M | +29.2% | +15.5% | +13.8% | +19.8% |
| YTD | +20.8% | +18.6% | +2.2% | +9.2% |
| 1Y | +25.0% | +19.8% | +5.2% | +12.3% |
| 3Y | +75.3% | +32.5% | +42.8% | +46.4% |
| 5Y | +105.8% | +35.3% | +70.5% | +60.7% |
| All | +105.8% | +37.5% | +68.4% | +60.7% |
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