+555.9%
XYZ vs ITW
+308.4%
+247.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | 0.0% |
| 7D | -2.2% | -1.6% | -0.6% | -0.8% |
| 30D | +11.6% | +8.9% | +2.7% | +4.1% |
| 3M | +8.4% | -0.9% | +9.3% | +9.1% |
| 6M | +17.2% | +16.0% | +1.2% | +2.7% |
| YTD | +31.7% | +19.4% | +12.2% | +10.8% |
| 1Y | +30.1% | +20.7% | +9.4% | +8.2% |
| 3Y | +66.4% | +33.4% | +33.0% | +27.5% |
| 5Y | -62.2% | +39.1% | -101.2% | -71.5% |
| 10Y | +621.5% | +195.3% | +426.3% | +205.6% |
| All | +555.9% | +308.4% | +247.4% | +139.9% |
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