+188.3%
ITW vs WCN
+235.9%
-47.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -0.7% | -3.1% | +2.4% | +0.9% |
| 30D | -8.3% | -3.4% | -4.9% | -6.7% |
| 3M | +6.0% | +3.0% | +3.1% | +4.1% |
| 6M | 0.0% | -3.8% | +3.7% | +1.2% |
| YTD | +10.2% | -8.3% | +18.5% | +14.0% |
| 1Y | +3.2% | -9.7% | +13.0% | +7.5% |
| 3Y | +21.0% | +17.2% | +3.8% | +5.8% |
| 5Y | +37.9% | +25.3% | +12.6% | +13.5% |
| All | +188.3% | +235.9% | -47.6% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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