+199.9%
ITW vs DOC
+21.1%
+178.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.8% | +0.3% | +1.4% |
| 7D | -1.1% | +5.9% | -7.0% | -3.1% |
| 30D | +8.6% | +10.3% | -1.7% | +4.9% |
| 3M | -2.7% | -2.2% | -0.5% | -2.1% |
| 6M | +14.0% | +8.2% | +5.8% | +10.5% |
| YTD | +18.6% | +35.4% | -16.7% | +5.1% |
| 1Y | +19.8% | +23.6% | -3.8% | +9.6% |
| 3Y | +34.8% | +57.3% | -22.4% | +11.2% |
| 5Y | +37.5% | -19.6% | +57.1% | +43.5% |
| 10Y | +199.9% | +20.8% | +179.1% | +166.5% |
| All | +199.9% | +21.1% | +178.8% | +166.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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