+194.6%
ITW vs ACWI
+223.6%
-29.0%
-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% | +0.9% | +0.9% |
| 7D | +0.5% | -0.2% | +0.7% | +0.6% |
| 30D | +9.1% | -3.3% | +12.3% | +12.5% |
| 3M | -1.6% | -3.4% | +1.8% | +1.6% |
| 6M | +14.5% | +0.8% | +13.7% | +12.9% |
| YTD | +19.2% | +10.7% | +8.5% | +6.7% |
| 1Y | +20.9% | +11.6% | +9.3% | +7.3% |
| 3Y | +33.1% | +73.4% | -40.3% | -25.5% |
| 5Y | +38.2% | +60.2% | -22.0% | -16.2% |
| All | +194.6% | +223.6% | -29.0% | -16.7% |
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