+4,404.4%
DELL vs ITW
+194.8%
+4,209.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.1% | +10.9% | +11.3% |
| 7D | +8.2% | -0.7% | +9.0% | +8.8% |
| 30D | +17.1% | -8.3% | +25.4% | +23.7% |
| 3M | +45.2% | +6.0% | +39.1% | +38.4% |
| 6M | +286.8% | 0.0% | +286.8% | +282.8% |
| YTD | +354.8% | +10.2% | +344.6% | +322.2% |
| 1Y | +358.3% | +3.2% | +355.0% | +341.7% |
| 3Y | +724.9% | +21.0% | +703.9% | +610.5% |
| 5Y | +1,193.7% | +37.9% | +1,155.8% | +912.3% |
| All | +4,404.4% | +194.8% | +4,209.6% | +2,185.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling