+188.3%
ITW vs DD
+66.6%
+121.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -0.7% | -3.5% | +2.8% | +0.9% |
| 30D | -8.3% | -11.7% | +3.3% | -2.9% |
| 3M | +6.0% | -9.2% | +15.3% | +10.6% |
| 6M | 0.0% | -7.2% | +7.2% | +2.6% |
| YTD | +10.2% | +6.6% | +3.6% | +5.5% |
| 1Y | +3.2% | +32.0% | -28.8% | -11.4% |
| 3Y | +21.0% | +42.1% | -21.2% | -3.1% |
| 5Y | +37.9% | +58.1% | -20.1% | +2.1% |
| All | +188.3% | +66.6% | +121.7% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling