-12.2%
BKNG vs ITW
+23.0%
-35.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.4% | +7.5% | +8.8% |
| 7D | +15.6% | +6.3% | +9.3% | +12.9% |
| 30D | +8.0% | +11.1% | -3.1% | +3.9% |
| 3M | -11.8% | +0.1% | -11.9% | -12.0% |
| 6M | +3.8% | +18.1% | -14.3% | -0.4% |
| YTD | -19.6% | +21.4% | -41.0% | -23.6% |
| All | -12.2% | +23.0% | -35.2% | -17.8% |
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