+37.6%
ITW vs GWW
+222.0%
-184.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.8% |
| 7D | -0.7% | -3.4% | +2.6% | +1.1% |
| 30D | -8.3% | -1.9% | -6.4% | -7.4% |
| 3M | +6.0% | -2.4% | +8.4% | +7.0% |
| 6M | 0.0% | +15.7% | -15.7% | -8.3% |
| YTD | +10.2% | +27.6% | -17.4% | -4.5% |
| 1Y | +3.2% | +27.2% | -24.0% | -10.5% |
| 3Y | +21.0% | +89.7% | -68.7% | -18.1% |
| All | +37.6% | +222.0% | -184.4% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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