-63.2%
W vs ITW
+36.9%
-100.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | -0.6% |
| 7D | -0.9% | -0.7% | -0.1% | +0.1% |
| 30D | -4.2% | -8.3% | +4.1% | +9.3% |
| 3M | +26.9% | +6.0% | +20.9% | +15.3% |
| 6M | +31.2% | 0.0% | +31.2% | +31.4% |
| YTD | -1.8% | +10.2% | -12.1% | -17.8% |
| 1Y | +9.3% | +3.2% | +6.1% | +0.8% |
| 3Y | +33.2% | +21.0% | +12.2% | -2.1% |
| All | -63.2% | +36.9% | -100.1% | -80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling