+193.8%
ITW vs ACWI
+228.5%
-34.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.1% |
| 7D | -0.4% | +1.1% | -1.5% | -1.5% |
| 30D | -9.4% | -0.2% | -9.2% | -9.3% |
| 3M | +7.1% | +4.7% | +2.4% | +2.2% |
| 6M | -1.9% | +14.5% | -16.3% | -14.6% |
| YTD | +10.4% | +14.6% | -4.2% | -4.1% |
| 1Y | +3.3% | +21.4% | -18.1% | -15.6% |
| 3Y | +21.0% | +77.6% | -56.6% | -33.6% |
| 5Y | +36.3% | +68.1% | -31.8% | -21.1% |
| All | +193.8% | +228.5% | -34.7% | -18.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling