+110.9%
DT vs ITW
+106.5%
+4.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.8% |
| 7D | -4.9% | -0.4% | -4.4% | -4.6% |
| 30D | +2.7% | -9.4% | +12.1% | +7.9% |
| 3M | +20.0% | +7.1% | +12.9% | +15.4% |
| 6M | +28.0% | -1.9% | +29.9% | +27.9% |
| YTD | +16.0% | +10.4% | +5.6% | +7.5% |
| 1Y | +0.7% | +3.3% | -2.6% | -3.3% |
| 3Y | +6.2% | +21.0% | -14.8% | -8.0% |
| 5Y | -28.1% | +36.3% | -64.4% | -42.8% |
| All | +110.9% | +106.5% | +4.4% | +23.5% |
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 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