+188.3%
ITW vs BB
+1.6%
+186.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +1.0% |
| 7D | -0.7% | -0.4% | -0.3% | -0.7% |
| 30D | -8.3% | -12.5% | +4.2% | -7.3% |
| 3M | +6.0% | -17.4% | +23.5% | +7.0% |
| 6M | 0.0% | +119.1% | -119.2% | -8.6% |
| YTD | +10.2% | +102.4% | -92.1% | +1.5% |
| 1Y | +3.2% | +98.2% | -95.0% | -5.2% |
| 3Y | +21.0% | +46.9% | -26.0% | +11.1% |
| 5Y | +37.9% | -26.4% | +64.3% | +31.3% |
| All | +188.3% | +1.6% | +186.7% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling