+9,960.8%
ITW vs DOC
+2,934.4%
+7,026.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.7% | +1.4% |
| 7D | +6.3% | +8.7% | -2.4% | +3.5% |
| 30D | +11.1% | +7.6% | +3.4% | +8.4% |
| 3M | +0.1% | -5.3% | +5.4% | +1.7% |
| 6M | +18.1% | +27.6% | -9.5% | +8.3% |
| YTD | +21.4% | +32.4% | -11.0% | +9.5% |
| 1Y | +22.9% | +22.9% | 0.0% | +13.5% |
| 3Y | +35.2% | +43.1% | -7.8% | +17.4% |
| 5Y | +42.1% | -21.4% | +63.4% | +48.3% |
| 10Y | +226.1% | +16.8% | +209.3% | +184.8% |
| All | +9,960.8% | +2,934.4% | +7,026.4% | +3,718.9% |
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