+282.8%
WMB vs ITW
+34.5%
+248.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | -0.3% |
| 7D | 0.0% | -1.9% | +1.9% | +0.6% |
| 30D | +4.6% | -10.4% | +15.0% | +8.4% |
| 3M | +5.7% | +3.5% | +2.2% | +4.1% |
| 6M | +4.2% | -3.4% | +7.6% | +4.8% |
| YTD | +26.8% | +8.5% | +18.3% | +21.9% |
| 1Y | +34.7% | +3.2% | +31.4% | +31.7% |
| 3Y | +146.8% | +18.9% | +127.9% | +123.3% |
| All | +282.8% | +34.5% | +248.3% | +209.0% |
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 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