+293.4%
WBD vs ITW
+977.1%
-683.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | +0.4% |
| 7D | -1.7% | -1.9% | +0.2% | -0.5% |
| 30D | +3.9% | -10.4% | +14.2% | +11.6% |
| 3M | +5.1% | +3.5% | +1.6% | +2.1% |
| 6M | +0.6% | -3.4% | +3.9% | +1.7% |
| YTD | -3.2% | +8.5% | -11.7% | -10.0% |
| 1Y | +127.7% | +3.2% | +124.4% | +119.0% |
| 3Y | +146.6% | +18.9% | +127.7% | +119.3% |
| 5Y | +4.2% | +35.0% | -30.8% | -14.1% |
| 10Y | +13.7% | +188.6% | -175.0% | -45.5% |
| All | +293.4% | +977.1% | -683.7% | -18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling