+1,285.3%
ITW vs WCN
+6,686.9%
-5,401.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.4% |
| 7D | -1.9% | -1.7% | -0.2% | -1.4% |
| 30D | -10.4% | -3.0% | -7.4% | -9.6% |
| 3M | +3.5% | +2.5% | +1.0% | +2.7% |
| 6M | -3.4% | -5.7% | +2.3% | -2.2% |
| YTD | +8.5% | -7.4% | +16.0% | +10.2% |
| 1Y | +3.2% | -8.6% | +11.9% | +5.1% |
| 3Y | +18.9% | +19.4% | -0.5% | +12.1% |
| 5Y | +35.0% | +27.2% | +7.8% | +24.8% |
| 10Y | +188.6% | +238.5% | -49.9% | +111.4% |
| All | +1,285.3% | +6,686.9% | -5,401.6% | +539.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling