+11.4%
WBD vs ITW
+194.8%
-183.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.3% |
| 7D | -0.7% | -0.7% | 0.0% | -0.3% |
| 30D | +1.4% | -8.3% | +9.7% | +7.3% |
| 3M | +4.4% | +6.0% | -1.6% | -0.3% |
| 6M | +0.8% | 0.0% | +0.8% | -0.3% |
| YTD | -2.7% | +10.2% | -12.9% | -10.8% |
| 1Y | +73.4% | +3.2% | +70.2% | +66.3% |
| 3Y | +142.1% | +21.0% | +121.2% | +112.1% |
| 5Y | +7.2% | +37.9% | -30.7% | -12.8% |
| All | +11.4% | +194.8% | -183.5% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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