+1,385.9%
ITW vs BB
+258.8%
+1,127.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -3.6% | -5.6% | +2.1% | -3.1% |
| 30D | -9.1% | -11.8% | +2.6% | -8.2% |
| 3M | +8.2% | -25.5% | +33.7% | +10.2% |
| 6M | -4.8% | +121.3% | -126.0% | -12.6% |
| YTD | +11.0% | +103.2% | -92.1% | +2.6% |
| 1Y | +4.2% | +102.6% | -98.4% | -4.1% |
| 3Y | +17.3% | +37.5% | -20.2% | +8.5% |
| 5Y | +33.0% | -30.4% | +63.4% | +28.0% |
| 10Y | +182.3% | 0.0% | +182.3% | +139.0% |
| All | +1,385.9% | +258.8% | +1,127.1% | +1,059.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling