+3.2%
ITW vs NWSA
+3.0%
+0.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -0.7% | -2.8% | +2.1% | -0.5% |
| 30D | -8.3% | +3.0% | -11.4% | -8.5% |
| 3M | +6.0% | +12.3% | -6.3% | +5.4% |
| 6M | 0.0% | +21.9% | -21.9% | -1.3% |
| YTD | +10.2% | +13.6% | -3.3% | +9.2% |
| 1Y | +3.2% | +0.5% | +2.7% | +4.4% |
| All | +3.2% | +3.0% | +0.2% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling