+9,101.3%
ITW vs WST
+12,330.1%
-3,228.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | -3.6% | +0.7% | -4.3% | -3.8% |
| 30D | -9.1% | -3.1% | -6.0% | -8.4% |
| 3M | +8.2% | +7.2% | +1.0% | +6.0% |
| 6M | -4.8% | +36.8% | -41.6% | -13.0% |
| YTD | +11.0% | +23.8% | -12.8% | +3.8% |
| 1Y | +4.2% | +37.8% | -33.5% | -5.6% |
| 3Y | +17.3% | -15.9% | +33.2% | +13.1% |
| 5Y | +33.0% | -25.8% | +58.8% | +29.2% |
| 10Y | +182.3% | +319.6% | -137.3% | +54.0% |
| All | +9,101.3% | +12,330.1% | -3,228.8% | +2,153.7% |
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