+19.6%
ITW vs WU
-29.2%
+48.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -2.4% | -5.0% | +2.6% | -1.3% |
| 30D | -9.5% | -2.3% | -7.3% | -9.1% |
| 3M | +6.6% | -3.2% | +9.9% | +6.1% |
| 6M | -1.8% | -25.0% | +23.3% | +4.4% |
| YTD | +9.0% | -21.7% | +30.7% | +14.2% |
| 1Y | +3.6% | -9.0% | +12.5% | +3.0% |
| All | +19.6% | -29.2% | +48.8% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling