+9,101.3%
ITW vs DOC
+2,974.4%
+6,126.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | 0.0% |
| 7D | -3.6% | -1.5% | -2.1% | -3.1% |
| 30D | -9.1% | -4.8% | -4.4% | -7.8% |
| 3M | +8.2% | +6.9% | +1.3% | +5.8% |
| 6M | -4.8% | +20.7% | -25.5% | -11.1% |
| YTD | +11.0% | +34.1% | -23.1% | -0.2% |
| 1Y | +4.2% | +22.6% | -18.4% | -3.7% |
| 3Y | +17.3% | +20.8% | -3.6% | +7.4% |
| 5Y | +33.0% | -24.9% | +57.9% | +41.0% |
| 10Y | +182.3% | -1.8% | +184.1% | +160.1% |
| All | +9,101.3% | +2,974.4% | +6,126.9% | +3,382.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling