+15.5%
ITW vs DAR
-14.6%
+30.1%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -0.4% |
| 7D | +0.5% | +9.2% | -8.7% | +1.6% |
| 30D | +7.7% | -12.3% | +19.9% | +5.4% |
| 3M | -1.3% | -12.7% | +11.4% | -3.4% |
| 6M | +15.5% | -12.8% | +28.3% | +13.5% |
| All | +15.5% | -14.6% | +30.1% | +13.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling