+22.9%
ITW vs WPM
+38.8%
-15.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +12.0% | -9.6% | +1.2% |
| 7D | +6.3% | +3.9% | +2.4% | +5.8% |
| 30D | +11.1% | -3.5% | +14.6% | +11.2% |
| 3M | +0.1% | +14.1% | -14.0% | -1.9% |
| 6M | +18.1% | +6.2% | +11.8% | +16.2% |
| YTD | +21.4% | +12.4% | +9.0% | +18.9% |
| 1Y | +22.9% | +40.0% | -17.1% | +21.1% |
| All | +22.9% | +38.8% | -15.9% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 1y: compounded portfolio wealth divided by compounded WPM 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…
1y analysis · Full analysis span regression · 6 months rolling