+3,259.4%
ITW vs WAT
+10,644.3%
-7,384.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | -0.4% | -0.7% | +0.3% | -0.3% |
| 30D | -9.4% | -1.0% | -8.5% | -9.3% |
| 3M | +7.1% | +10.9% | -3.8% | +4.5% |
| 6M | -1.9% | +33.2% | -35.0% | -8.8% |
| YTD | +10.4% | +6.1% | +4.4% | +7.8% |
| 1Y | +3.3% | +30.2% | -26.9% | -4.1% |
| 3Y | +21.0% | +52.9% | -31.9% | +6.2% |
| 5Y | +36.3% | -5.1% | +41.4% | +31.9% |
| 10Y | +185.8% | +152.6% | +33.2% | +121.9% |
| All | +3,259.4% | +10,644.3% | -7,384.9% | +1,566.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling