+1,414.8%
BP vs ITW
+10,282.1%
-8,867.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +3.8% | +2.3% | +1.5% | +2.8% |
| 30D | -5.3% | +6.7% | -12.0% | -7.9% |
| 3M | +9.3% | -0.5% | +9.8% | +9.1% |
| 6M | +7.2% | +16.4% | -9.2% | -0.1% |
| YTD | +38.0% | +19.0% | +19.1% | +26.5% |
| 1Y | +33.2% | +20.2% | +13.0% | +21.5% |
| 3Y | +50.3% | +33.1% | +17.2% | +30.5% |
| 5Y | +114.1% | +35.7% | +78.4% | +82.2% |
| 10Y | +140.7% | +194.0% | -53.3% | +51.0% |
| All | +1,414.8% | +10,282.1% | -8,867.3% | +372.1% |
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