+36.4%
ITW vs WAT
-5.3%
+41.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +0.7% |
| 7D | -2.4% | -2.9% | +0.5% | -1.6% |
| 30D | -9.5% | -3.2% | -6.3% | -8.7% |
| 3M | +6.6% | +10.6% | -3.9% | +3.4% |
| 6M | -1.8% | +34.0% | -35.8% | -10.7% |
| YTD | +9.0% | +5.7% | +3.3% | +6.0% |
| 1Y | +3.6% | +37.1% | -33.5% | -7.6% |
| 3Y | +19.4% | +52.4% | -32.9% | -1.0% |
| 5Y | +36.4% | -4.4% | +40.8% | +27.8% |
| All | +36.4% | -5.3% | +41.7% | +27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling