+9,731.1%
ITW vs WST
+14,947.6%
-5,216.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +0.5% | +4.9% | -4.4% | -0.8% |
| 30D | +7.7% | +10.7% | -3.0% | +4.8% |
| 3M | -1.3% | +16.8% | -18.2% | -5.4% |
| 6M | +15.5% | +32.0% | -16.5% | +6.9% |
| YTD | +18.6% | +49.9% | -31.3% | +5.4% |
| 1Y | +19.8% | +50.6% | -30.8% | +6.2% |
| 3Y | +32.5% | +21.4% | +11.1% | +15.3% |
| 5Y | +35.3% | -0.6% | +35.9% | +21.3% |
| 10Y | +193.2% | +449.4% | -256.2% | +48.5% |
| All | +9,731.1% | +14,947.6% | -5,216.5% | +2,186.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling