+21.0%
ITW vs WSM
+230.1%
-209.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -7.0% |
| 3M | +6.0% | +3.8% | +2.3% | +5.2% |
| 6M | 0.0% | +22.7% | -22.7% | -3.9% |
| YTD | +10.2% | +28.0% | -17.8% | +5.1% |
| 1Y | +3.2% | +12.7% | -9.5% | +0.3% |
| 3Y | +21.0% | +231.3% | -210.3% | 0.0% |
| All | +21.0% | +230.1% | -209.1% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling