+9,034.5%
ITW vs DTE
+3,398.4%
+5,636.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.7% |
| 7D | -0.7% | -2.6% | +1.8% | +0.4% |
| 30D | -8.3% | -4.4% | -3.9% | -6.5% |
| 3M | +6.0% | -8.3% | +14.4% | +10.1% |
| 6M | 0.0% | -8.1% | +8.1% | +3.5% |
| YTD | +10.2% | +4.4% | +5.8% | +7.6% |
| 1Y | +3.2% | +0.2% | +3.0% | +2.5% |
| 3Y | +21.0% | +42.6% | -21.6% | +1.2% |
| 5Y | +37.9% | +31.5% | +6.5% | +18.9% |
| 10Y | +193.2% | +138.2% | +55.0% | +87.2% |
| All | +9,034.5% | +3,398.4% | +5,636.1% | +1,870.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling