+417.4%
WDC vs ITW
+5.8%
+411.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.6% | +6.4% | +6.0% |
| 7D | +1.7% | -3.6% | +5.3% | +2.8% |
| 30D | -10.0% | -9.1% | -0.8% | -7.4% |
| 3M | -18.8% | +8.2% | -27.0% | -24.2% |
| 6M | +79.0% | -4.8% | +83.8% | +75.6% |
| YTD | +171.6% | +11.0% | +160.5% | +159.0% |
| 1Y | +417.4% | +4.2% | +413.1% | +418.0% |
| All | +417.4% | +5.8% | +411.6% | +418.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling