+417.4%
ITW vs NWSA
+121.1%
+296.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -0.7% | -2.8% | +2.1% | +0.4% |
| 30D | -8.3% | +3.0% | -11.4% | -9.4% |
| 3M | +6.0% | +12.3% | -6.3% | +0.9% |
| 6M | 0.0% | +21.9% | -21.9% | -8.1% |
| YTD | +10.2% | +13.6% | -3.3% | +3.5% |
| 1Y | +3.2% | +0.5% | +2.7% | +1.5% |
| 3Y | +21.0% | +43.8% | -22.8% | +1.8% |
| 5Y | +37.9% | +41.2% | -3.2% | +13.5% |
| 10Y | +193.2% | +148.6% | +44.6% | +74.9% |
| All | +417.4% | +121.1% | +296.3% | +219.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling