+67.7%
V vs ITW
+33.8%
+33.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.5% |
| 7D | -2.9% | -1.9% | -1.0% | -2.0% |
| 30D | +1.9% | -10.4% | +12.2% | +7.5% |
| 3M | +13.2% | +3.5% | +9.7% | +11.0% |
| 6M | +16.7% | -3.4% | +20.1% | +18.1% |
| YTD | +5.4% | +8.5% | -3.1% | -0.3% |
| 1Y | +7.7% | +3.2% | +4.4% | +4.5% |
| 3Y | +52.0% | +18.9% | +33.1% | +34.3% |
| 5Y | +67.7% | +35.0% | +32.7% | +31.4% |
| All | +67.7% | +33.8% | +33.9% | +31.4% |
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