+36.4%
ITW vs BWA
+86.5%
-50.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | -9.5% | -5.5% | -4.1% | -8.1% |
| 3M | +6.6% | -7.6% | +14.3% | +8.8% |
| 6M | -1.8% | +25.0% | -26.7% | -10.1% |
| YTD | +9.0% | +47.0% | -37.9% | -7.3% |
| 1Y | +3.6% | +54.0% | -50.4% | -13.6% |
| 3Y | +19.4% | +70.7% | -51.2% | -6.8% |
| 5Y | +36.4% | +86.7% | -50.3% | -2.6% |
| All | +36.4% | +86.5% | -50.1% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling