+358.3%
DELL vs ITW
+4.8%
+353.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.1% | +10.9% | +11.7% |
| 7D | +8.2% | -0.7% | +9.0% | +8.4% |
| 30D | +17.1% | -8.3% | +25.4% | +19.2% |
| 3M | +45.2% | +6.0% | +39.1% | +40.4% |
| 6M | +286.8% | 0.0% | +286.8% | +284.3% |
| YTD | +354.8% | +10.2% | +344.6% | +353.7% |
| 1Y | +358.3% | +3.2% | +355.0% | +366.1% |
| All | +358.3% | +4.8% | +353.4% | +366.1% |
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