+35.0%
ITW vs DAR
-8.0%
+43.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.9% |
| 7D | -1.9% | -0.2% | -1.7% | -1.9% |
| 30D | -10.4% | +7.4% | -17.8% | -11.6% |
| 3M | +3.5% | +15.7% | -12.2% | +0.4% |
| 6M | -3.4% | +30.0% | -33.4% | -8.7% |
| YTD | +8.5% | +87.5% | -79.0% | -4.7% |
| 1Y | +3.2% | +113.4% | -110.1% | -12.0% |
| 3Y | +18.9% | +15.3% | +3.6% | +12.1% |
| 5Y | +35.0% | -4.3% | +39.3% | +29.4% |
| All | +35.0% | -8.0% | +43.0% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling