-68.6%
XYZ vs ITW
+36.7%
-105.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.7% |
| 7D | +2.9% | -0.4% | +3.3% | +3.3% |
| 30D | +1.4% | -9.4% | +10.8% | +12.6% |
| 3M | +14.6% | +7.1% | +7.5% | +5.4% |
| 6M | +20.8% | -1.9% | +22.6% | +21.5% |
| YTD | +23.1% | +10.4% | +12.6% | +5.9% |
| 1Y | +5.6% | +3.3% | +2.3% | -2.1% |
| 3Y | +50.9% | +21.0% | +29.9% | +12.5% |
| 5Y | -68.6% | +36.3% | -104.9% | -82.6% |
| All | -68.6% | +36.7% | -105.2% | -82.6% |
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