+188.3%
ITW vs DG
+101.8%
+86.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.9% |
| 7D | -0.7% | -6.5% | +5.8% | +0.6% |
| 30D | -8.3% | +4.2% | -12.5% | -9.2% |
| 3M | +6.0% | +9.5% | -3.5% | +3.9% |
| 6M | 0.0% | -13.1% | +13.1% | +2.2% |
| YTD | +10.2% | -4.8% | +15.1% | +10.5% |
| 1Y | +3.2% | +20.6% | -17.4% | -1.8% |
| 3Y | +21.0% | +4.9% | +16.0% | +13.5% |
| 5Y | +37.9% | -37.9% | +75.8% | +48.7% |
| All | +188.3% | +101.8% | +86.5% | +123.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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