+782.3%
ITW vs ACWI
+356.8%
+425.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | -3.6% | +0.5% | -4.1% | -4.0% |
| 30D | -9.1% | +0.9% | -10.0% | -9.9% |
| 3M | +8.2% | +2.4% | +5.8% | +5.5% |
| 6M | -4.8% | +12.4% | -17.1% | -15.2% |
| YTD | +11.0% | +15.2% | -4.1% | -3.6% |
| 1Y | +4.2% | +22.7% | -18.5% | -15.0% |
| 3Y | +17.3% | +75.8% | -58.5% | -32.9% |
| 5Y | +33.0% | +67.7% | -34.7% | -20.6% |
| 10Y | +182.3% | +229.0% | -46.7% | -11.0% |
| All | +782.3% | +356.8% | +425.5% | +91.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling