+202.0%
WMB vs ITW
+37.5%
+164.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +1.0% |
| 7D | +8.1% | +0.5% | +7.6% | +7.9% |
| 30D | -6.9% | +7.7% | -14.6% | -9.2% |
| 3M | -5.1% | -1.3% | -3.8% | -4.8% |
| 6M | -5.7% | +15.5% | -21.2% | -10.6% |
| YTD | +18.1% | +18.6% | -0.6% | +10.1% |
| 1Y | +18.4% | +19.8% | -1.4% | +9.9% |
| 3Y | +122.7% | +32.5% | +90.2% | +94.0% |
| 5Y | +202.0% | +35.3% | +166.7% | +144.8% |
| All | +202.0% | +37.5% | +164.6% | +144.8% |
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