+8.1%
WM vs ITW
+10.3%
-2.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.5% |
| 7D | +1.2% | +0.9% | +0.3% | +0.8% |
| 30D | +13.1% | +7.6% | +5.5% | +10.4% |
| 3M | +3.6% | -4.0% | +7.7% | +4.6% |
| 6M | +8.1% | +9.2% | -1.1% | +7.4% |
| All | +8.1% | +10.3% | -2.2% | +7.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling