+36.4%
ITW vs BB
-29.9%
+66.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +0.7% |
| 7D | -2.4% | -2.1% | -0.3% | -2.2% |
| 30D | -9.5% | -16.0% | +6.5% | -8.2% |
| 3M | +6.6% | -14.5% | +21.2% | +7.1% |
| 6M | -1.8% | +118.6% | -120.3% | -11.1% |
| YTD | +9.0% | +98.9% | -89.9% | -0.5% |
| 1Y | +3.6% | +99.5% | -95.9% | -6.0% |
| 3Y | +19.4% | +65.4% | -45.9% | +7.1% |
| 5Y | +36.4% | -27.6% | +64.0% | +29.2% |
| All | +36.4% | -29.9% | +66.3% | +29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling