+36.4%
ITW vs WAB
+220.1%
-183.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | -9.5% | -5.9% | -3.7% | -6.7% |
| 3M | +6.6% | +9.4% | -2.7% | +1.3% |
| 6M | -1.8% | +13.8% | -15.6% | -8.9% |
| YTD | +9.0% | +31.8% | -22.7% | -6.4% |
| 1Y | +3.6% | +48.5% | -45.0% | -16.7% |
| 3Y | +19.4% | +167.0% | -147.5% | -32.4% |
| 5Y | +36.4% | +222.3% | -185.9% | -31.6% |
| All | +36.4% | +220.1% | -183.7% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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