+295.4%
WMB vs ITW
+191.6%
+103.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.3% |
| 7D | -1.7% | -2.4% | +0.7% | -0.4% |
| 30D | +0.7% | -9.5% | +10.2% | +6.1% |
| 3M | +1.5% | +6.6% | -5.1% | -2.5% |
| 6M | +0.1% | -1.8% | +1.8% | 0.0% |
| YTD | +22.9% | +9.0% | +13.9% | +15.4% |
| 1Y | +27.9% | +3.6% | +24.3% | +23.2% |
| 3Y | +139.1% | +19.4% | +119.7% | +107.3% |
| 5Y | +270.9% | +36.4% | +234.5% | +188.4% |
| All | +295.4% | +191.6% | +103.8% | +97.6% |
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 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