+19.1%
ITW vs WST
-13.7%
+32.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | -1.9% | -1.7% | -0.2% | -1.7% |
| 30D | -10.4% | -4.3% | -6.1% | -10.0% |
| 3M | +3.5% | +0.7% | +2.8% | +3.4% |
| 6M | -3.4% | +36.0% | -39.4% | -6.2% |
| YTD | +8.5% | +22.7% | -14.2% | +6.1% |
| 1Y | +3.2% | +34.1% | -30.9% | +0.3% |
| All | +19.1% | -13.7% | +32.8% | +19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling