+34.8%
ITW vs D
+71.1%
-36.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.2% |
| 7D | -1.1% | +0.8% | -1.9% | -1.4% |
| 30D | +8.6% | +10.7% | -2.2% | +5.5% |
| 3M | -2.7% | +2.3% | -5.0% | -3.4% |
| 6M | +14.0% | +12.5% | +1.5% | +10.0% |
| YTD | +18.6% | +20.1% | -1.5% | +12.2% |
| 1Y | +19.8% | +15.6% | +4.2% | +14.4% |
| 3Y | +34.8% | +75.2% | -40.4% | +16.8% |
| All | +34.8% | +71.1% | -36.3% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling