+37.6%
ITW vs WY
-22.2%
+59.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -0.7% | -4.2% | +3.4% | +1.3% |
| 30D | -8.3% | -10.1% | +1.8% | -3.7% |
| 3M | +6.0% | -8.5% | +14.5% | +10.2% |
| 6M | 0.0% | -3.3% | +3.3% | +1.1% |
| YTD | +10.2% | -4.4% | +14.6% | +11.7% |
| 1Y | +3.2% | -11.5% | +14.7% | +8.3% |
| 3Y | +21.0% | -24.3% | +45.3% | +34.0% |
| All | +37.6% | -22.2% | +59.8% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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