+13.5%
VT vs ITW
+21.2%
-7.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | -1.6% | +3.9% | -5.5% | -2.4% |
| 30D | -2.5% | +9.0% | -11.5% | -4.4% |
| 3M | -1.3% | 0.0% | -1.3% | -1.3% |
| 6M | +3.1% | +13.6% | -10.5% | -0.6% |
| YTD | +10.9% | +18.6% | -7.7% | +6.2% |
| All | +13.5% | +21.2% | -7.7% | +8.2% |
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