+37.3%
ITW vs DOC
-22.1%
+59.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | +1.4% | +6.2% | -4.8% | -0.7% |
| 30D | +6.8% | +6.5% | +0.4% | +4.4% |
| 3M | -3.4% | -6.2% | +2.9% | -1.3% |
| 6M | +13.5% | +25.6% | -12.1% | +3.5% |
| YTD | +18.1% | +32.1% | -14.0% | +4.8% |
| 1Y | +19.4% | +20.3% | -0.8% | +10.1% |
| 3Y | +31.5% | +42.7% | -11.2% | +10.3% |
| 5Y | +37.3% | -22.2% | +59.5% | +55.5% |
| All | +37.3% | -22.1% | +59.4% | +55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling