+8,892.5%
ITW vs WSM
+34,771.0%
-25,878.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -1.9% | +2.6% | -4.5% | -2.4% |
| 30D | -10.4% | -9.3% | -1.1% | -8.8% |
| 3M | +3.5% | +7.1% | -3.6% | +2.2% |
| 6M | -3.4% | +21.7% | -25.1% | -6.9% |
| YTD | +8.5% | +28.7% | -20.2% | +3.3% |
| 1Y | +3.2% | +13.9% | -10.6% | +0.3% |
| 3Y | +18.9% | +232.2% | -213.3% | -7.6% |
| 5Y | +35.0% | +176.4% | -141.4% | +5.7% |
| 10Y | +188.6% | +1,072.4% | -883.8% | +66.0% |
| All | +8,892.5% | +34,771.0% | -25,878.5% | +2,781.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling