+4,931.6%
ITW vs DAR
+1,481.7%
+3,449.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -0.8% |
| 7D | +0.5% | +9.2% | -8.7% | -0.1% |
| 30D | +7.7% | -12.3% | +19.9% | +8.6% |
| 3M | -1.3% | -12.7% | +11.4% | -0.6% |
| 6M | +15.5% | -12.8% | +28.3% | +16.2% |
| YTD | +18.6% | +53.8% | -35.1% | +14.7% |
| 1Y | +19.8% | +60.3% | -40.5% | +15.5% |
| 3Y | +32.5% | +31.7% | +0.8% | +28.2% |
| 5Y | +35.3% | -27.7% | +63.1% | +35.4% |
| 10Y | +193.2% | +309.8% | -116.5% | +163.1% |
| All | +4,931.6% | +1,481.7% | +3,449.9% | +4,158.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling