+32.7%
ITW vs DOC
+43.2%
-10.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | +1.4% | +6.2% | -4.8% | -0.2% |
| 30D | +6.8% | +6.5% | +0.4% | +5.0% |
| 3M | -3.4% | -6.2% | +2.9% | -1.8% |
| 6M | +13.5% | +25.6% | -12.1% | +6.1% |
| YTD | +18.1% | +32.1% | -14.0% | +8.0% |
| 1Y | +19.4% | +20.3% | -0.8% | +12.7% |
| All | +32.7% | +43.2% | -10.5% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling