+185.1%
ITW vs D
+38.3%
+146.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | -2.4% | -1.6% | -0.8% | -1.7% |
| 30D | -9.5% | -3.5% | -6.0% | -8.2% |
| 3M | +6.6% | -1.6% | +8.2% | +7.3% |
| 6M | -1.8% | +5.8% | -7.6% | -4.4% |
| YTD | +9.0% | +14.5% | -5.5% | +2.6% |
| 1Y | +3.6% | +14.2% | -10.6% | -2.6% |
| 3Y | +19.4% | +59.0% | -39.6% | -4.3% |
| 5Y | +36.4% | +5.4% | +31.0% | +30.5% |
| All | +185.1% | +38.3% | +146.8% | +150.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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