+19.7%
ITW vs DOC
+20.8%
-1.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.1% |
| 7D | -3.6% | -1.5% | -2.1% | -3.2% |
| 30D | -9.1% | -4.8% | -4.4% | -8.0% |
| 3M | +8.2% | +6.9% | +1.3% | +6.2% |
| 6M | -4.8% | +20.7% | -25.5% | -9.8% |
| YTD | +11.0% | +34.1% | -23.1% | +1.4% |
| 1Y | +4.2% | +22.6% | -18.4% | -2.2% |
| All | +19.7% | +20.8% | -1.1% | +11.1% |
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