+134.1%
BP vs ITW
+194.8%
-60.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.5% |
| 7D | +5.2% | -0.7% | +6.0% | +5.6% |
| 30D | +8.7% | -8.3% | +17.0% | +13.5% |
| 3M | +9.3% | +6.0% | +3.3% | +5.0% |
| 6M | +13.6% | 0.0% | +13.6% | +11.6% |
| YTD | +37.7% | +10.2% | +27.4% | +27.6% |
| 1Y | +40.6% | +3.2% | +37.4% | +35.0% |
| 3Y | +40.3% | +21.0% | +19.4% | +21.0% |
| 5Y | +141.4% | +37.9% | +103.5% | +87.2% |
| All | +134.1% | +194.8% | -60.7% | +28.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling