+3.2%
ITW vs DG
+19.2%
-15.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.9% |
| 7D | -0.7% | -6.5% | +5.8% | +0.2% |
| 30D | -8.3% | +4.2% | -12.5% | -9.0% |
| 3M | +6.0% | +9.5% | -3.5% | +4.5% |
| 6M | 0.0% | -13.1% | +13.1% | +1.8% |
| YTD | +10.2% | -4.8% | +15.1% | +11.0% |
| 1Y | +3.2% | +20.6% | -17.4% | +0.5% |
| All | +3.2% | +19.2% | -15.9% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling