+188.6%
ITW vs ACWI
+226.5%
-37.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.2% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | -10.4% | -0.6% | -9.8% | -9.9% |
| 3M | +3.5% | +4.3% | -0.7% | -0.8% |
| 6M | -3.4% | +12.7% | -16.0% | -14.6% |
| YTD | +8.5% | +13.9% | -5.4% | -5.3% |
| 1Y | +3.2% | +20.5% | -17.3% | -15.1% |
| 3Y | +18.9% | +76.5% | -57.6% | -34.3% |
| 5Y | +35.0% | +67.5% | -32.5% | -21.6% |
| 10Y | +188.6% | +231.8% | -43.2% | -19.6% |
| All | +188.6% | +226.5% | -37.9% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ACWI 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling