+127.9%
WFC vs ITW
+35.1%
+92.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.5% |
| 7D | +0.3% | -2.4% | +2.7% | +1.8% |
| 30D | +2.3% | -9.5% | +11.8% | +9.0% |
| 3M | +9.8% | +6.6% | +3.1% | +4.4% |
| 6M | +15.6% | -1.8% | +17.3% | +16.0% |
| YTD | -2.4% | +9.0% | -11.5% | -9.3% |
| 1Y | +13.8% | +3.6% | +10.3% | +9.3% |
| 3Y | +134.6% | +19.4% | +115.2% | +102.2% |
| 5Y | +127.9% | +36.4% | +91.5% | +70.8% |
| All | +127.9% | +35.1% | +92.8% | +70.8% |
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