+26,336.4%
WM vs ITW
+9,591.0%
+16,745.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.7% | -1.0% |
| 7D | -0.3% | -3.6% | +3.3% | +0.9% |
| 30D | -2.4% | -9.1% | +6.8% | +0.9% |
| 3M | +0.4% | +8.2% | -7.8% | -2.4% |
| 6M | -9.5% | -4.8% | -4.7% | -8.3% |
| YTD | +0.5% | +11.0% | -10.5% | -3.7% |
| 1Y | -1.1% | +4.2% | -5.3% | -3.2% |
| 3Y | +46.0% | +17.3% | +28.8% | +35.6% |
| 5Y | +51.8% | +33.0% | +18.8% | +33.1% |
| 10Y | +307.5% | +182.3% | +125.2% | +170.3% |
| All | +26,336.4% | +9,591.0% | +16,745.4% | +7,925.6% |
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