+30.6%
ITW vs DOC
+44.2%
-13.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.8% |
| 7D | +0.9% | +6.5% | -5.6% | -0.8% |
| 30D | +7.6% | +9.2% | -1.6% | +5.0% |
| 3M | -4.0% | -2.5% | -1.6% | -3.5% |
| 6M | +9.2% | +7.1% | +2.1% | +7.0% |
| YTD | +16.2% | +33.0% | -16.8% | +6.1% |
| 1Y | +17.9% | +23.3% | -5.3% | +10.4% |
| 3Y | +30.6% | +44.9% | -14.3% | +19.3% |
| All | +30.6% | +44.2% | -13.6% | +19.3% |
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