+188.3%
ITW vs WING
+407.7%
-219.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.0% | -4.8% | +0.3% |
| 7D | -0.7% | +7.2% | -8.0% | -1.7% |
| 30D | -8.3% | +4.8% | -13.1% | -9.1% |
| 3M | +6.0% | -23.7% | +29.7% | +9.3% |
| 6M | 0.0% | -43.6% | +43.6% | +6.8% |
| YTD | +10.2% | -50.6% | +60.8% | +19.0% |
| 1Y | +3.2% | -57.0% | +60.2% | +13.1% |
| 3Y | +21.0% | -28.3% | +49.2% | +15.3% |
| 5Y | +37.9% | -32.4% | +70.3% | +27.4% |
| All | +188.3% | +407.7% | -219.4% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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