+612.1%
ITW vs GWRE
+741.3%
-129.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | -0.7% | -13.2% | +12.5% | +1.6% |
| 30D | -8.3% | -18.6% | +10.3% | -5.8% |
| 3M | +6.0% | +18.9% | -12.9% | +1.6% |
| 6M | 0.0% | -11.0% | +10.9% | -0.5% |
| YTD | +10.2% | -29.9% | +40.1% | +14.2% |
| 1Y | +3.2% | -44.3% | +47.6% | +11.9% |
| 3Y | +21.0% | +51.7% | -30.7% | +2.9% |
| 5Y | +37.9% | +15.4% | +22.5% | +21.2% |
| 10Y | +193.2% | +129.4% | +63.8% | +119.1% |
| All | +612.1% | +741.3% | -129.2% | +357.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling