+188.3%
ITW vs DTE
+137.8%
+50.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.7% |
| 7D | -0.7% | -2.6% | +1.8% | +0.5% |
| 30D | -8.3% | -4.4% | -3.9% | -6.4% |
| 3M | +6.0% | -8.3% | +14.4% | +10.4% |
| 6M | 0.0% | -8.1% | +8.1% | +3.7% |
| YTD | +10.2% | +4.4% | +5.8% | +7.3% |
| 1Y | +3.2% | +0.2% | +3.0% | +2.4% |
| 3Y | +21.0% | +42.6% | -21.6% | -0.4% |
| 5Y | +37.9% | +31.5% | +6.5% | +17.3% |
| All | +188.3% | +137.8% | +50.5% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling