+9,101.3%
ITW vs D
+2,347.4%
+6,753.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.4% |
| 7D | -3.6% | +1.5% | -5.0% | -4.2% |
| 30D | -9.1% | -2.6% | -6.6% | -8.2% |
| 3M | +8.2% | 0.0% | +8.2% | +8.1% |
| 6M | -4.8% | +7.4% | -12.1% | -8.1% |
| YTD | +11.0% | +15.9% | -4.8% | +3.7% |
| 1Y | +4.2% | +18.1% | -13.9% | -3.7% |
| 3Y | +17.3% | +58.4% | -41.1% | -6.7% |
| 5Y | +33.0% | +5.2% | +27.8% | +25.3% |
| 10Y | +182.3% | +35.9% | +146.5% | +129.4% |
| All | +9,101.3% | +2,347.4% | +6,753.9% | +2,215.4% |
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