+188.3%
ITW vs WWD
+498.2%
-310.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.2% | +0.6% |
| 7D | -0.7% | -2.6% | +1.9% | +0.2% |
| 30D | -8.3% | -6.9% | -1.4% | -6.0% |
| 3M | +6.0% | -13.0% | +19.1% | +11.0% |
| 6M | 0.0% | -12.5% | +12.4% | +3.8% |
| YTD | +10.2% | +11.8% | -1.6% | +3.9% |
| 1Y | +3.2% | +41.1% | -37.8% | -11.6% |
| 3Y | +21.0% | +163.1% | -142.1% | -21.6% |
| 5Y | +37.9% | +187.6% | -149.7% | -16.6% |
| All | +188.3% | +498.2% | -310.0% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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