+1,370.8%
BP vs ITW
+9,539.7%
-8,168.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +3.0% | +2.7% |
| 7D | +0.9% | -0.4% | +1.4% | +1.1% |
| 30D | +9.1% | -9.4% | +18.6% | +13.4% |
| 3M | +3.9% | +7.1% | -3.2% | +0.4% |
| 6M | +13.6% | -1.9% | +15.5% | +13.1% |
| YTD | +34.0% | +10.4% | +23.6% | +26.9% |
| 1Y | +39.2% | +3.3% | +35.9% | +35.1% |
| 3Y | +36.4% | +21.0% | +15.4% | +23.3% |
| 5Y | +135.8% | +36.3% | +99.5% | +100.6% |
| 10Y | +125.0% | +185.8% | -60.8% | +43.3% |
| All | +1,370.8% | +9,539.7% | -8,168.9% | +373.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling