+40.3%
BP vs ITW
+18.9%
+21.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | +5.7% | -2.4% | +8.1% | +6.3% |
| 30D | +8.1% | -9.5% | +17.6% | +10.5% |
| 3M | +8.6% | +6.6% | +2.0% | +5.7% |
| 6M | +18.1% | -1.8% | +19.9% | +17.7% |
| YTD | +37.6% | +9.0% | +28.6% | +30.7% |
| 1Y | +39.4% | +3.6% | +35.8% | +35.3% |
| All | +40.3% | +18.9% | +21.4% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling