+114.1%
DT vs ITW
+106.1%
+8.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.2% |
| 7D | -1.6% | -0.7% | -0.9% | -1.3% |
| 30D | +3.0% | -8.3% | +11.4% | +7.6% |
| 3M | +26.5% | +6.0% | +20.5% | +22.4% |
| 6M | +35.9% | 0.0% | +35.9% | +34.4% |
| YTD | +17.8% | +10.2% | +7.6% | +9.2% |
| 1Y | +4.1% | +3.2% | +0.8% | -0.1% |
| 3Y | +5.3% | +21.0% | -15.7% | -8.8% |
| 5Y | -27.2% | +37.9% | -65.1% | -42.4% |
| All | +114.1% | +106.1% | +8.1% | +25.5% |
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