+957.1%
WDC vs ITW
+35.1%
+922.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -4.9% | -4.8% |
| 7D | +4.4% | -2.4% | +6.8% | +6.2% |
| 30D | +5.3% | -9.5% | +14.8% | +13.3% |
| 3M | -5.9% | +6.6% | -12.6% | -12.3% |
| 6M | +73.2% | -1.8% | +75.0% | +72.4% |
| YTD | +167.8% | +9.0% | +158.8% | +145.0% |
| 1Y | +386.0% | +3.6% | +382.4% | +359.4% |
| 3Y | +1,309.7% | +19.4% | +1,290.3% | +1,058.6% |
| 5Y | +957.1% | +36.4% | +920.7% | +636.7% |
| All | +957.1% | +35.1% | +922.0% | +636.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling