+5,039.4%
WMB vs ITW
+10,282.1%
-5,242.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.7% |
| 7D | +7.8% | +2.3% | +5.5% | +6.5% |
| 30D | -5.1% | +6.7% | -11.8% | -8.8% |
| 3M | -4.7% | -0.5% | -4.2% | -4.8% |
| 6M | -7.4% | +16.4% | -23.8% | -15.8% |
| YTD | +17.5% | +19.0% | -1.5% | +4.5% |
| 1Y | +19.5% | +20.2% | -0.7% | +5.5% |
| 3Y | +121.3% | +33.1% | +88.2% | +80.3% |
| 5Y | +200.5% | +35.7% | +164.8% | +137.0% |
| 10Y | +281.9% | +194.0% | +87.8% | +88.4% |
| All | +5,039.4% | +10,282.1% | -5,242.7% | +515.7% |
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