+319.1%
DELL vs ITW
+5.8%
+313.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | +14.9% | -3.6% | +18.4% | +15.8% |
| 30D | +13.3% | -9.1% | +22.4% | +15.5% |
| 3M | +24.4% | +8.2% | +16.2% | +19.4% |
| 6M | +258.0% | -4.8% | +262.8% | +261.8% |
| YTD | +320.2% | +11.0% | +309.2% | +317.4% |
| 1Y | +319.1% | +4.2% | +314.8% | +319.4% |
| All | +319.1% | +5.8% | +313.3% | +319.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling