+36.4%
ITW vs WEC
+30.3%
+6.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +0.8% |
| 7D | -2.4% | -1.3% | -1.1% | -1.9% |
| 30D | -9.5% | -0.4% | -9.1% | -9.4% |
| 3M | +6.6% | -6.8% | +13.4% | +9.6% |
| 6M | -1.8% | -6.4% | +4.6% | +0.6% |
| YTD | +9.0% | +2.5% | +6.5% | +7.6% |
| 1Y | +3.6% | -0.4% | +4.0% | +3.2% |
| 3Y | +19.4% | +38.5% | -19.1% | +3.1% |
| 5Y | +36.4% | +31.7% | +4.7% | +18.1% |
| All | +36.4% | +30.3% | +6.1% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 5y: compounded portfolio wealth divided by compounded WEC 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…
5y analysis · Full analysis span regression · 6 months rolling