+715.5%
ITW vs AWK
+967.2%
-251.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -0.4% | +2.2% | -2.6% | -1.4% |
| 30D | -9.4% | +4.4% | -13.9% | -11.2% |
| 3M | +7.1% | +15.4% | -8.3% | +0.4% |
| 6M | -1.9% | +3.5% | -5.4% | -3.8% |
| YTD | +10.4% | +9.8% | +0.6% | +5.3% |
| 1Y | +3.3% | +3.0% | +0.3% | +1.0% |
| 3Y | +21.0% | +9.7% | +11.4% | +12.2% |
| 5Y | +36.3% | -17.2% | +53.5% | +42.3% |
| 10Y | +185.8% | +126.1% | +59.7% | +79.4% |
| All | +715.5% | +967.2% | -251.7% | +112.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling