+36.4%
ITW vs BAH
+1.2%
+35.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.8% | -4.4% | -0.4% |
| 7D | -2.4% | +2.4% | -4.8% | -2.8% |
| 30D | -9.5% | -2.9% | -6.6% | -9.1% |
| 3M | +6.6% | -1.3% | +8.0% | +6.6% |
| 6M | -1.8% | -0.9% | -0.9% | -2.3% |
| YTD | +9.0% | -8.2% | +17.2% | +9.1% |
| 1Y | +3.6% | -24.0% | +27.5% | +7.8% |
| 3Y | +19.4% | -28.1% | +47.5% | +19.1% |
| 5Y | +36.4% | +2.5% | +33.9% | +22.4% |
| All | +36.4% | +1.2% | +35.2% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 5y: compounded portfolio wealth divided by compounded BAH 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…
5y analysis · Full analysis span regression · 6 months rolling