+188.3%
ITW vs WSM
+1,071.8%
-883.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.9% |
| 7D | -0.7% | -0.5% | -0.2% | -0.6% |
| 30D | -8.3% | -7.7% | -0.6% | -6.6% |
| 3M | +6.0% | +3.8% | +2.3% | +5.0% |
| 6M | 0.0% | +22.7% | -22.7% | -4.9% |
| YTD | +10.2% | +28.0% | -17.8% | +3.7% |
| 1Y | +3.2% | +12.7% | -9.5% | -0.4% |
| 3Y | +21.0% | +231.3% | -210.3% | -13.4% |
| 5Y | +37.9% | +177.2% | -139.3% | -0.8% |
| All | +188.3% | +1,071.8% | -883.5% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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