+188.3%
ITW vs BWA
+156.8%
+31.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.3% | +0.6% |
| 7D | -0.7% | -1.3% | +0.6% | -0.2% |
| 30D | -8.3% | -2.9% | -5.4% | -7.5% |
| 3M | +6.0% | -10.7% | +16.7% | +9.9% |
| 6M | 0.0% | +26.5% | -26.5% | -10.2% |
| YTD | +10.2% | +49.1% | -38.9% | -8.7% |
| 1Y | +3.2% | +52.1% | -48.8% | -15.4% |
| 3Y | +21.0% | +72.6% | -51.6% | -8.7% |
| 5Y | +37.9% | +89.4% | -51.5% | -3.2% |
| All | +188.3% | +156.8% | +31.5% | +75.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling