+8,432.7%
WFC vs ITW
+9,539.7%
-1,107.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.9% |
| 7D | +1.1% | -0.4% | +1.5% | +1.3% |
| 30D | +0.8% | -9.4% | +10.2% | +6.9% |
| 3M | +9.3% | +7.1% | +2.2% | +4.3% |
| 6M | +10.6% | -1.9% | +12.5% | +11.2% |
| YTD | -4.1% | +10.4% | -14.5% | -10.5% |
| 1Y | +13.6% | +3.3% | +10.3% | +10.0% |
| 3Y | +130.7% | +21.0% | +109.7% | +102.5% |
| 5Y | +126.7% | +36.3% | +90.4% | +84.0% |
| 10Y | +132.1% | +185.8% | -53.6% | +23.7% |
| All | +8,432.7% | +9,539.7% | -1,107.0% | +1,094.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling