+188.3%
ITW vs WU
-39.1%
+227.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | -0.7% | -3.5% | +2.8% | +0.6% |
| 30D | -8.3% | -2.9% | -5.4% | -7.4% |
| 3M | +6.0% | -2.3% | +8.3% | +5.0% |
| 6M | 0.0% | -25.4% | +25.4% | +10.0% |
| YTD | +10.2% | -21.2% | +31.4% | +18.2% |
| 1Y | +3.2% | -8.9% | +12.1% | +2.9% |
| 3Y | +21.0% | -29.0% | +49.9% | +31.6% |
| 5Y | +37.9% | -50.7% | +88.7% | +74.1% |
| All | +188.3% | -39.1% | +227.4% | +219.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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