+9,052.6%
ITW vs DD
+959.7%
+8,092.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -0.4% | -0.6% | +0.2% | -0.2% |
| 30D | -9.4% | -7.4% | -2.0% | -6.5% |
| 3M | +7.1% | -6.4% | +13.5% | +9.8% |
| 6M | -1.9% | -2.5% | +0.6% | -1.6% |
| YTD | +10.4% | +10.2% | +0.2% | +4.9% |
| 1Y | +3.3% | +36.9% | -33.6% | -10.8% |
| 3Y | +21.0% | +47.0% | -26.0% | -1.2% |
| 5Y | +36.3% | +63.1% | -26.8% | +4.9% |
| 10Y | +185.8% | +68.2% | +117.6% | +105.2% |
| All | +9,052.6% | +959.7% | +8,092.9% | +2,544.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling