+143.3%
DELL vs ITW
+24.0%
+119.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.4% | -11.2% | -9.1% |
| 7D | -24.6% | +6.3% | -30.9% | -25.3% |
| 30D | -32.5% | +11.1% | -43.6% | -33.9% |
| 3M | -20.2% | +0.1% | -20.3% | -19.7% |
| 6M | +76.5% | +18.1% | +58.4% | +65.5% |
| YTD | +198.9% | +21.4% | +177.5% | +184.7% |
| 1Y | +143.3% | +22.9% | +120.5% | +125.2% |
| All | +143.3% | +24.0% | +119.3% | +125.2% |
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