-3.5%
VG vs ITW
+10.3%
-13.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.6% | -1.7% |
| 7D | -22.0% | +0.9% | -22.9% | -20.4% |
| 30D | -11.6% | +7.6% | -19.2% | -3.6% |
| 3M | -14.9% | -4.0% | -10.8% | -19.9% |
| 6M | -3.5% | +9.2% | -12.7% | +12.6% |
| All | -3.5% | +10.3% | -13.8% | +12.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling