+9,052.6%
ITW vs BAX
+862.9%
+8,189.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.2% | +0.5% |
| 7D | -0.4% | -2.4% | +2.0% | +0.2% |
| 30D | -9.4% | -9.7% | +0.3% | -6.8% |
| 3M | +7.1% | +29.3% | -22.2% | -1.2% |
| 6M | -1.9% | +40.7% | -42.5% | -12.1% |
| YTD | +10.4% | +30.3% | -19.8% | +0.3% |
| 1Y | +3.3% | +3.4% | -0.1% | -0.4% |
| 3Y | +21.0% | -32.0% | +53.0% | +28.0% |
| 5Y | +36.3% | -66.9% | +103.2% | +76.0% |
| 10Y | +185.8% | -37.1% | +222.9% | +203.8% |
| All | +9,052.6% | +862.9% | +8,189.7% | +4,404.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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