-26.7%
DT vs ITW
+35.1%
-61.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.2% | +1.4% |
| 7D | -2.5% | -2.4% | -0.2% | -1.4% |
| 30D | +3.5% | -9.5% | +13.1% | +8.5% |
| 3M | +26.7% | +6.6% | +20.1% | +22.4% |
| 6M | +36.1% | -1.8% | +37.9% | +36.0% |
| YTD | +18.6% | +9.0% | +9.6% | +10.1% |
| 1Y | +7.9% | +3.6% | +4.3% | +3.2% |
| 3Y | +8.6% | +19.4% | -10.9% | -7.1% |
| 5Y | -26.7% | +36.4% | -63.1% | -48.8% |
| All | -26.7% | +35.1% | -61.8% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling