+1,335.7%
BP vs ITW
+9,591.0%
-8,255.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | +3.9% | -3.6% | +7.5% | +5.4% |
| 30D | +7.6% | -9.1% | +16.8% | +11.7% |
| 3M | +0.7% | +8.2% | -7.5% | -3.1% |
| 6M | +15.5% | -4.8% | +20.3% | +16.4% |
| YTD | +30.8% | +11.0% | +19.8% | +23.6% |
| 1Y | +34.3% | +4.2% | +30.1% | +29.9% |
| 3Y | +35.1% | +17.3% | +17.8% | +23.6% |
| 5Y | +126.8% | +33.0% | +93.8% | +94.9% |
| 10Y | +123.4% | +182.3% | -59.0% | +42.9% |
| All | +1,335.7% | +9,591.0% | -8,255.3% | +361.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling