+19.8%
ITW vs DOC
+20.8%
-0.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | +0.5% | 0.0% | +0.5% | +0.5% |
| 30D | +7.7% | +6.6% | +1.1% | +6.6% |
| 3M | -1.3% | -1.1% | -0.2% | -1.3% |
| 6M | +15.5% | +4.8% | +10.7% | +14.8% |
| YTD | +18.6% | +32.1% | -13.4% | +13.5% |
| 1Y | +19.8% | +21.9% | -2.0% | +18.4% |
| All | +19.8% | +20.8% | -0.9% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling