+360.5%
BE vs ITW
+5.8%
+354.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.6% | +7.9% | +7.3% |
| 7D | +20.0% | -3.6% | +23.5% | +19.9% |
| 30D | +7.9% | -9.1% | +17.1% | +7.7% |
| 3M | -13.2% | +8.2% | -21.4% | -17.1% |
| 6M | +53.5% | -4.8% | +58.2% | +44.3% |
| YTD | +191.0% | +11.0% | +180.0% | +187.4% |
| 1Y | +360.5% | +4.2% | +356.3% | +407.5% |
| All | +360.5% | +5.8% | +354.7% | +407.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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