+22.9%
ITW vs BWA
+17.4%
+5.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.9% | +2.7% |
| 7D | +6.3% | -9.9% | +16.2% | +7.7% |
| 30D | +11.1% | -16.4% | +27.4% | +13.6% |
| 3M | +0.1% | -19.8% | +19.9% | +2.7% |
| 6M | +18.1% | -10.0% | +28.0% | +17.7% |
| YTD | +21.4% | +12.7% | +8.7% | +10.2% |
| 1Y | +22.9% | +15.7% | +7.2% | +10.2% |
| All | +22.9% | +17.4% | +5.5% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling