+9,730.4%
ITW vs D
+2,436.6%
+7,293.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.3% |
| 7D | -1.1% | +0.8% | -1.9% | -1.5% |
| 30D | +8.6% | +10.7% | -2.2% | +3.9% |
| 3M | -2.7% | +2.3% | -5.0% | -3.8% |
| 6M | +14.0% | +12.5% | +1.5% | +7.8% |
| YTD | +18.6% | +20.1% | -1.5% | +8.9% |
| 1Y | +19.8% | +15.6% | +4.2% | +11.7% |
| 3Y | +34.8% | +75.2% | -40.4% | +2.9% |
| 5Y | +37.5% | +14.6% | +22.9% | +24.8% |
| 10Y | +199.9% | +43.8% | +156.2% | +137.9% |
| All | +9,730.4% | +2,436.6% | +7,293.8% | +2,333.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling