+152.3%
W vs ITW
+191.6%
-39.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.1% | -3.2% |
| 7D | +0.5% | -2.4% | +2.9% | +3.2% |
| 30D | -5.6% | -9.5% | +4.0% | +6.0% |
| 3M | +41.9% | +6.6% | +35.3% | +31.9% |
| 6M | +30.2% | -1.8% | +32.0% | +33.8% |
| YTD | -2.9% | +9.0% | -12.0% | -12.7% |
| 1Y | +11.6% | +3.6% | +8.0% | +5.9% |
| 3Y | +37.0% | +19.4% | +17.5% | +16.3% |
| 5Y | -62.8% | +36.4% | -99.2% | -71.0% |
| All | +152.3% | +191.6% | -39.2% | +1.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling