+35.3%
W vs ITW
+18.4%
+16.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +2.6% |
| 7D | +5.9% | -1.9% | +7.8% | +8.7% |
| 30D | -3.0% | -10.4% | +7.3% | +13.2% |
| 3M | +40.3% | +3.5% | +36.8% | +33.4% |
| 6M | +32.2% | -3.4% | +35.6% | +39.0% |
| YTD | -0.3% | +8.5% | -8.8% | -14.2% |
| 1Y | +16.2% | +3.2% | +12.9% | +7.3% |
| All | +35.3% | +18.4% | +16.9% | -1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling