+366.0%
WDC vs ITW
+4.8%
+361.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.3% |
| 7D | -4.3% | -0.7% | -3.6% | -4.1% |
| 30D | -1.5% | -8.3% | +6.8% | +1.0% |
| 3M | -15.5% | +6.0% | -21.5% | -20.5% |
| 6M | +66.5% | 0.0% | +66.5% | +60.5% |
| YTD | +159.9% | +10.2% | +149.6% | +148.1% |
| 1Y | +366.0% | +3.2% | +362.7% | +395.6% |
| All | +366.0% | +4.8% | +361.1% | +395.6% |
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