+529.4%
XYZ vs ITW
+305.7%
+223.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.4% | -3.5% |
| 7D | -2.1% | +0.5% | -2.6% | -2.5% |
| 30D | +7.0% | +7.7% | -0.6% | +0.8% |
| 3M | +5.1% | -1.3% | +6.4% | +6.2% |
| 6M | +14.1% | +15.5% | -1.4% | +0.4% |
| YTD | +26.4% | +18.6% | +7.7% | +6.9% |
| 1Y | +25.1% | +19.8% | +5.2% | +4.7% |
| 3Y | +59.7% | +32.5% | +27.2% | +23.0% |
| 5Y | -63.8% | +35.3% | -99.1% | -72.2% |
| 10Y | +592.4% | +193.2% | +399.2% | +195.0% |
| All | +529.4% | +305.7% | +223.7% | +131.6% |
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 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