+188.3%
ITW vs DLTR
+45.3%
+143.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -0.7% | -10.1% | +9.4% | +1.4% |
| 30D | -8.3% | -8.1% | -0.2% | -6.9% |
| 3M | +6.0% | +2.9% | +3.2% | +5.1% |
| 6M | 0.0% | +4.3% | -4.4% | -1.8% |
| YTD | +10.2% | -3.9% | +14.2% | +9.9% |
| 1Y | +3.2% | +18.9% | -15.7% | -1.9% |
| 3Y | +21.0% | +1.9% | +19.1% | +15.3% |
| 5Y | +37.9% | +31.0% | +6.9% | +19.4% |
| All | +188.3% | +45.3% | +143.0% | +131.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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