+4,782.6%
DELL vs ITW
+182.6%
+4,600.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +1.4% |
| 7D | +8.7% | -1.9% | +10.6% | +10.0% |
| 30D | +16.9% | -10.4% | +27.3% | +25.2% |
| 3M | +40.4% | +3.5% | +36.9% | +36.0% |
| 6M | +267.1% | -3.4% | +270.4% | +271.1% |
| YTD | +329.1% | +8.5% | +320.6% | +302.2% |
| 1Y | +346.9% | +3.2% | +343.7% | +330.3% |
| 3Y | +696.6% | +18.9% | +677.7% | +593.8% |
| 5Y | +1,106.2% | +35.0% | +1,071.2% | +857.1% |
| 10Y | +4,177.7% | +188.6% | +3,989.1% | +2,152.2% |
| All | +4,782.6% | +182.6% | +4,600.0% | +2,483.6% |
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