+358.6%
VT vs ITW
+838.0%
-479.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -0.9% | -0.8% |
| 7D | -0.1% | +0.5% | -0.6% | -0.4% |
| 30D | -3.1% | +9.1% | -12.1% | -8.1% |
| 3M | -3.5% | -1.6% | -1.9% | -2.9% |
| 6M | +0.5% | +14.5% | -14.0% | -8.2% |
| YTD | +10.8% | +19.2% | -8.4% | -1.9% |
| 1Y | +11.9% | +20.9% | -9.0% | -2.0% |
| 3Y | +73.0% | +33.1% | +39.9% | +40.5% |
| 5Y | +58.6% | +38.2% | +20.4% | +23.5% |
| 10Y | +219.2% | +196.2% | +23.0% | +41.2% |
| All | +358.6% | +838.0% | -479.5% | -17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling