+196.7%
W vs ITW
+358.2%
-161.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.1% |
| 7D | +0.2% | +2.3% | -2.2% | -2.3% |
| 30D | +6.8% | +6.7% | +0.1% | -0.2% |
| 3M | +10.7% | -0.5% | +11.2% | +11.0% |
| 6M | +86.3% | +16.4% | +69.9% | +58.1% |
| YTD | +11.5% | +19.0% | -7.5% | -8.4% |
| 1Y | +5.1% | +20.2% | -15.1% | -14.7% |
| 3Y | +171.0% | +33.1% | +137.9% | +106.7% |
| 5Y | -56.6% | +35.7% | -92.3% | -66.0% |
| 10Y | +213.4% | +194.0% | +19.4% | +32.2% |
| All | +196.7% | +358.2% | -161.5% | -0.4% |
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 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