+35.5%
ITW vs WEC
+56.3%
-20.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.7% | -0.1% |
| 7D | +2.3% | +2.3% | 0.0% | +1.4% |
| 30D | +6.7% | +11.1% | -4.4% | +2.2% |
| 3M | -0.5% | +8.4% | -9.0% | -3.9% |
| 6M | +16.4% | +7.5% | +8.9% | +12.8% |
| YTD | +19.0% | +15.3% | +3.6% | +11.7% |
| 1Y | +20.2% | +9.7% | +10.5% | +15.2% |
| 3Y | +33.1% | +64.7% | -31.6% | +6.3% |
| All | +35.5% | +56.3% | -20.9% | +10.3% |
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