+533.2%
XYZ vs ITW
+279.7%
+253.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.3% |
| 7D | -1.0% | -3.6% | +2.6% | +2.1% |
| 30D | -1.7% | -9.1% | +7.4% | +6.5% |
| 3M | +16.7% | +8.2% | +8.5% | +8.7% |
| 6M | +26.9% | -4.8% | +31.6% | +31.0% |
| YTD | +27.1% | +11.0% | +16.1% | +13.8% |
| 1Y | +9.3% | +4.2% | +5.0% | +2.8% |
| 3Y | +42.3% | +17.3% | +25.0% | +21.6% |
| 5Y | -69.3% | +33.0% | -102.3% | -75.9% |
| 10Y | +586.8% | +182.3% | +404.5% | +203.9% |
| All | +533.2% | +279.7% | +253.5% | +146.4% |
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