+4,926.4%
ITW vs WWD
+15,025.1%
-10,098.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.6% |
| 7D | -1.9% | +0.6% | -2.5% | -2.1% |
| 30D | -10.4% | -5.1% | -5.3% | -9.1% |
| 3M | +3.5% | -11.2% | +14.8% | +6.8% |
| 6M | -3.4% | -12.0% | +8.7% | -0.5% |
| YTD | +8.5% | +12.0% | -3.5% | +3.8% |
| 1Y | +3.2% | +42.8% | -39.6% | -8.7% |
| 3Y | +18.9% | +168.9% | -150.1% | -14.8% |
| 5Y | +35.0% | +192.2% | -157.2% | -7.4% |
| 10Y | +188.6% | +495.3% | -306.6% | +53.5% |
| All | +4,926.4% | +15,025.1% | -10,098.7% | +1,506.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling