+302.9%
WM vs ITW
+185.4%
+117.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.3% |
| 7D | -0.9% | -0.4% | -0.5% | -0.7% |
| 30D | -4.3% | -9.4% | +5.1% | -0.5% |
| 3M | +0.8% | +7.1% | -6.3% | -2.2% |
| 6M | -10.8% | -1.9% | -8.9% | -10.5% |
| YTD | -0.1% | +10.4% | -10.5% | -4.8% |
| 1Y | +1.0% | +3.3% | -2.3% | -1.2% |
| 3Y | +45.1% | +21.0% | +24.1% | +30.6% |
| 5Y | +52.1% | +36.3% | +15.8% | +27.0% |
| 10Y | +302.9% | +185.8% | +117.2% | +137.5% |
| All | +302.9% | +185.4% | +117.5% | +137.5% |
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