+13.5%
WFC vs ITW
+4.8%
+8.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.6% |
| 7D | +0.4% | -0.7% | +1.1% | +0.6% |
| 30D | +1.5% | -8.3% | +9.9% | +4.6% |
| 3M | +10.2% | +6.0% | +4.2% | +7.1% |
| 6M | +18.8% | 0.0% | +18.8% | +17.8% |
| YTD | -1.5% | +10.2% | -11.8% | -5.8% |
| 1Y | +13.5% | +3.2% | +10.3% | +5.6% |
| All | +13.5% | +4.8% | +8.7% | +5.6% |
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