+1,176.9%
ITW vs WCC
+1,758.7%
-581.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -1.2% |
| 7D | -0.4% | +8.5% | -8.9% | -2.5% |
| 30D | -9.4% | -1.0% | -8.4% | -9.4% |
| 3M | +7.1% | +2.1% | +5.0% | +5.6% |
| 6M | -1.9% | +36.8% | -38.7% | -10.8% |
| YTD | +10.4% | +47.7% | -37.3% | -1.9% |
| 1Y | +3.3% | +66.5% | -63.2% | -11.5% |
| 3Y | +21.0% | +134.2% | -113.1% | -9.2% |
| 5Y | +36.3% | +231.6% | -195.3% | -9.9% |
| 10Y | +185.8% | +508.1% | -322.3% | +48.2% |
| All | +1,176.9% | +1,758.7% | -581.8% | +331.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling