+5.3%
WMT vs ITW
+4.8%
+0.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.0% |
| 7D | 0.0% | -0.7% | +0.7% | +0.2% |
| 30D | -7.4% | -8.3% | +0.9% | -5.1% |
| 3M | -10.9% | +6.0% | -16.9% | -12.4% |
| 6M | -12.7% | 0.0% | -12.7% | -12.7% |
| YTD | -3.2% | +10.2% | -13.4% | -5.3% |
| 1Y | +5.3% | +3.2% | +2.0% | +2.1% |
| All | +5.3% | +4.8% | +0.4% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling