+36.4%
ITW vs AWK
-17.3%
+53.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -2.4% | -0.7% | -1.6% | -2.1% |
| 30D | -9.5% | +2.8% | -12.3% | -10.4% |
| 3M | +6.6% | +11.3% | -4.7% | +2.7% |
| 6M | -1.8% | +6.7% | -8.5% | -4.2% |
| YTD | +9.0% | +9.4% | -0.4% | +5.2% |
| 1Y | +3.6% | +3.7% | -0.2% | +1.6% |
| 3Y | +19.4% | +9.2% | +10.2% | +12.8% |
| 5Y | +36.4% | -15.7% | +52.1% | +37.4% |
| All | +36.4% | -17.3% | +53.7% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 5y: compounded portfolio wealth divided by compounded AWK 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…
5y analysis · Full analysis span regression · 6 months rolling