+28,547.2%
WM vs ITW
+10,044.9%
+18,502.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.5% |
| 7D | +1.2% | +0.9% | +0.3% | +0.9% |
| 30D | +13.1% | +7.6% | +5.5% | +10.2% |
| 3M | +3.6% | -4.0% | +7.7% | +5.0% |
| 6M | +8.1% | +9.2% | -1.1% | +4.6% |
| YTD | +8.9% | +16.2% | -7.3% | +2.7% |
| 1Y | +20.3% | +17.9% | +2.4% | +12.8% |
| 3Y | +46.2% | +30.6% | +15.6% | +30.7% |
| 5Y | +59.9% | +35.2% | +24.7% | +39.4% |
| 10Y | +345.6% | +212.2% | +133.3% | +185.5% |
| All | +28,547.2% | +10,044.9% | +18,502.4% | +8,454.0% |
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