+188.3%
ITW vs WAT
+170.9%
+17.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.5% |
| 7D | -0.7% | -0.3% | -0.5% | -0.6% |
| 30D | -8.3% | -1.9% | -6.4% | -7.8% |
| 3M | +6.0% | +13.5% | -7.5% | +0.9% |
| 6M | 0.0% | +37.2% | -37.2% | -12.6% |
| YTD | +10.2% | +7.5% | +2.7% | +5.3% |
| 1Y | +3.2% | +35.0% | -31.8% | -10.6% |
| 3Y | +21.0% | +55.1% | -34.1% | -6.4% |
| 5Y | +37.9% | -2.8% | +40.7% | +29.5% |
| All | +188.3% | +170.9% | +17.3% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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