+14,263.2%
DE vs ITW
+9,371.1%
+4,892.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.6% |
| 7D | -3.0% | -1.9% | -1.1% | -1.9% |
| 30D | +11.1% | -10.4% | +21.5% | +19.0% |
| 3M | +17.6% | +3.5% | +14.1% | +14.8% |
| 6M | +13.6% | -3.4% | +17.0% | +15.8% |
| YTD | +46.3% | +8.5% | +37.7% | +38.6% |
| 1Y | +44.2% | +3.2% | +40.9% | +40.5% |
| 3Y | +76.6% | +18.9% | +57.7% | +57.3% |
| 5Y | +98.2% | +35.0% | +63.2% | +60.4% |
| 10Y | +863.5% | +188.6% | +674.9% | +389.9% |
| All | +14,263.2% | +9,371.1% | +4,892.1% | +1,366.3% |
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