+37.6%
ITW vs GWRE
+15.1%
+22.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.1% |
| 7D | -0.7% | -13.2% | +12.5% | +0.7% |
| 30D | -8.3% | -18.6% | +10.3% | -6.7% |
| 3M | +6.0% | +18.9% | -12.9% | +3.3% |
| 6M | 0.0% | -11.0% | +10.9% | 0.0% |
| YTD | +10.2% | -29.9% | +40.1% | +14.3% |
| 1Y | +3.2% | -44.3% | +47.6% | +11.2% |
| 3Y | +21.0% | +51.7% | -30.7% | +3.6% |
| All | +37.6% | +15.1% | +22.5% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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