+21.0%
ITW vs WCC
+130.1%
-109.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | +0.4% |
| 7D | -0.7% | +1.5% | -2.3% | -1.0% |
| 30D | -8.3% | -2.1% | -6.2% | -8.1% |
| 3M | +6.0% | +3.8% | +2.2% | +4.7% |
| 6M | 0.0% | +35.0% | -35.0% | -7.4% |
| YTD | +10.2% | +46.4% | -36.1% | +0.1% |
| 1Y | +3.2% | +63.0% | -59.8% | -8.9% |
| 3Y | +21.0% | +133.9% | -113.0% | -6.7% |
| All | +21.0% | +130.1% | -109.1% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 3y: compounded portfolio wealth divided by compounded WCC 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…
3y analysis · Full analysis span regression · 6 months rolling