+326.4%
WM vs ITW
+200.2%
+126.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.1% |
| 7D | +1.2% | +0.5% | +0.7% | +0.9% |
| 30D | +13.7% | +9.1% | +4.6% | +9.8% |
| 3M | +5.2% | -1.6% | +6.8% | +5.8% |
| 6M | +11.2% | +14.5% | -3.3% | +5.0% |
| YTD | +9.4% | +19.2% | -9.7% | +1.1% |
| 1Y | +20.4% | +20.9% | -0.5% | +10.5% |
| 3Y | +44.7% | +33.1% | +11.6% | +25.2% |
| 5Y | +58.5% | +38.2% | +20.3% | +32.2% |
| 10Y | +326.4% | +196.2% | +130.2% | +161.8% |
| All | +326.4% | +200.2% | +126.2% | +161.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling