+1,304.0%
ITW vs WTW
+1,102.0%
+202.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.1% | +1.1% |
| 7D | -0.7% | -5.7% | +5.0% | +1.6% |
| 30D | -8.3% | -7.3% | -1.1% | -5.7% |
| 3M | +6.0% | +21.5% | -15.4% | -2.3% |
| 6M | 0.0% | +9.6% | -9.6% | -4.6% |
| YTD | +10.2% | -3.3% | +13.5% | +9.9% |
| 1Y | +3.2% | -6.1% | +9.4% | +4.0% |
| 3Y | +21.0% | +61.8% | -40.9% | -3.4% |
| 5Y | +37.9% | +42.7% | -4.8% | +14.8% |
| 10Y | +193.2% | +197.2% | -4.0% | +80.4% |
| All | +1,304.0% | +1,102.0% | +202.0% | +584.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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