-12.1%
DOW vs ITW
+120.4%
-132.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -3.0% |
| 7D | -1.4% | -0.7% | -0.7% | -0.8% |
| 30D | -3.9% | -8.3% | +4.4% | +3.1% |
| 3M | -12.7% | +6.0% | -18.7% | -18.1% |
| 6M | -13.7% | 0.0% | -13.7% | -16.6% |
| YTD | +28.4% | +10.2% | +18.2% | +13.8% |
| 1Y | +21.8% | +3.2% | +18.5% | +14.6% |
| 3Y | -35.7% | +21.0% | -56.7% | -47.1% |
| 5Y | -36.8% | +37.9% | -74.7% | -55.2% |
| All | -12.1% | +120.4% | -132.4% | -57.1% |
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 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