+188.3%
ITW vs WST
+344.2%
-155.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | -0.7% | +1.8% | -2.6% | -1.1% |
| 30D | -8.3% | -1.7% | -6.6% | -8.0% |
| 3M | +6.0% | +4.9% | +1.1% | +4.8% |
| 6M | 0.0% | +45.5% | -45.5% | -8.1% |
| YTD | +10.2% | +26.1% | -15.9% | +4.2% |
| 1Y | +3.2% | +31.7% | -28.5% | -3.6% |
| 3Y | +21.0% | -12.1% | +33.1% | +17.5% |
| 5Y | +37.9% | -23.6% | +61.5% | +35.9% |
| All | +188.3% | +344.2% | -155.9% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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