+730.0%
ITW vs BAH
+886.2%
-156.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.2% |
| 7D | -3.6% | -3.2% | -0.3% | -2.7% |
| 30D | -9.1% | +2.0% | -11.2% | -9.7% |
| 3M | +8.2% | -7.6% | +15.8% | +9.9% |
| 6M | -4.8% | -5.7% | +0.9% | -4.5% |
| YTD | +11.0% | -11.7% | +22.8% | +12.3% |
| 1Y | +4.2% | -27.4% | +31.6% | +11.2% |
| 3Y | +17.3% | -32.5% | +49.8% | +22.7% |
| 5Y | +33.0% | -3.3% | +36.3% | +22.1% |
| 10Y | +182.3% | +186.0% | -3.7% | +87.0% |
| All | +730.0% | +886.2% | -156.2% | +261.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling