+36.4%
ITW vs WWD
+187.1%
-150.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +1.9% | +0.9% |
| 7D | -2.4% | -2.9% | +0.5% | -1.6% |
| 30D | -9.5% | -6.6% | -2.9% | -7.8% |
| 3M | +6.6% | -9.3% | +16.0% | +9.2% |
| 6M | -1.8% | -13.6% | +11.9% | +1.6% |
| YTD | +9.0% | +10.4% | -1.3% | +4.7% |
| 1Y | +3.6% | +39.9% | -36.3% | -7.7% |
| 3Y | +19.4% | +165.0% | -145.6% | -15.4% |
| 5Y | +36.4% | +183.8% | -147.4% | -10.9% |
| All | +36.4% | +187.1% | -150.7% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling