+188.3%
ITW vs BBWI
-55.0%
+243.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.4% | -5.3% | 0.0% |
| 7D | -0.7% | -4.8% | +4.1% | +0.1% |
| 30D | -8.3% | +3.5% | -11.8% | -9.1% |
| 3M | +6.0% | -0.3% | +6.3% | +5.4% |
| 6M | 0.0% | -5.4% | +5.4% | -0.5% |
| YTD | +10.2% | -4.7% | +15.0% | +9.1% |
| 1Y | +3.2% | -30.5% | +33.7% | +7.0% |
| 3Y | +21.0% | -44.3% | +65.3% | +26.0% |
| 5Y | +37.9% | -66.9% | +104.8% | +52.5% |
| All | +188.3% | -55.0% | +243.2% | +140.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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