+51.8%
VG vs ITW
+24.0%
+27.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +2.4% | -10.1% | -5.8% |
| 7D | -16.4% | +6.3% | -22.7% | -11.9% |
| 30D | -10.8% | +11.1% | -21.9% | -3.3% |
| 3M | -6.3% | +0.1% | -6.4% | -5.5% |
| 6M | -12.5% | +18.1% | -30.6% | -1.6% |
| YTD | +76.9% | +21.4% | +55.5% | +87.4% |
| 1Y | +51.8% | +22.9% | +28.9% | +62.0% |
| All | +51.8% | +24.0% | +27.7% | +62.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling