+36.3%
ITW vs D
+8.5%
+27.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | -0.4% | +0.8% | -1.2% | -0.7% |
| 30D | -9.4% | -0.7% | -8.7% | -9.2% |
| 3M | +7.1% | +2.1% | +5.0% | +6.4% |
| 6M | -1.9% | +6.8% | -8.7% | -4.3% |
| YTD | +10.4% | +16.5% | -6.1% | +4.6% |
| 1Y | +3.3% | +19.2% | -15.9% | -3.1% |
| 3Y | +21.0% | +61.9% | -40.9% | +0.9% |
| 5Y | +36.3% | +6.5% | +29.8% | +37.7% |
| All | +36.3% | +8.5% | +27.8% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling