+3.6%
ITW vs DAR
+110.4%
-106.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.1% | +0.5% |
| 7D | -2.4% | +0.9% | -3.3% | -2.4% |
| 30D | -9.5% | +6.4% | -16.0% | -9.7% |
| 3M | +6.6% | +13.2% | -6.6% | +5.8% |
| 6M | -1.8% | +26.2% | -27.9% | -4.7% |
| YTD | +9.0% | +84.4% | -75.4% | -0.3% |
| 1Y | +3.6% | +112.0% | -108.5% | -7.0% |
| All | +3.6% | +110.4% | -106.8% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 1y: compounded portfolio wealth divided by compounded DAR 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…
1y analysis · Full analysis span regression · 6 months rolling