+53.9%
WM vs ITW
+34.1%
+19.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.7% | -1.1% |
| 7D | -0.3% | -3.6% | +3.3% | +0.7% |
| 30D | -2.4% | -9.1% | +6.8% | +0.4% |
| 3M | +0.4% | +8.2% | -7.8% | -1.9% |
| 6M | -9.5% | -4.8% | -4.7% | -8.3% |
| YTD | +0.5% | +11.0% | -10.5% | -3.1% |
| 1Y | -1.1% | +4.2% | -5.3% | -2.8% |
| 3Y | +46.0% | +17.3% | +28.8% | +36.2% |
| All | +53.9% | +34.1% | +19.8% | +31.1% |
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