+3,679.1%
ITW vs WAB
+4,115.8%
-436.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | -0.4% | +1.7% | -2.1% | -1.0% |
| 30D | -9.4% | -2.4% | -7.0% | -8.7% |
| 3M | +7.1% | +9.7% | -2.6% | +3.7% |
| 6M | -1.9% | +16.5% | -18.4% | -7.0% |
| YTD | +10.4% | +33.7% | -23.3% | +0.1% |
| 1Y | +3.3% | +49.7% | -46.4% | -9.9% |
| 3Y | +21.0% | +170.9% | -149.9% | -13.4% |
| 5Y | +36.3% | +228.0% | -191.7% | -8.6% |
| 10Y | +185.8% | +284.8% | -99.0% | +73.4% |
| All | +3,679.1% | +4,115.8% | -436.7% | +1,156.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling