+195.0%
ITW vs DOC
+20.6%
+174.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +2.3% | -1.4% | +3.7% | +2.8% |
| 30D | +6.7% | +7.2% | -0.5% | +4.1% |
| 3M | -0.5% | -2.5% | +2.0% | +0.2% |
| 6M | +16.4% | +5.3% | +11.1% | +13.9% |
| YTD | +19.0% | +31.2% | -12.2% | +6.4% |
| 1Y | +20.2% | +21.9% | -1.7% | +10.4% |
| 3Y | +33.1% | +53.9% | -20.9% | +10.4% |
| 5Y | +35.7% | -21.7% | +57.4% | +43.1% |
| All | +195.0% | +20.6% | +174.4% | +162.8% |
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