+33.1%
ITW vs BBWI
-24.0%
+57.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | +6.7% | +12.9% | -6.2% | +4.9% |
| 3M | -0.5% | +16.0% | -16.5% | -3.0% |
| 6M | +16.4% | +16.6% | -0.2% | +12.9% |
| YTD | +19.0% | +9.7% | +9.2% | +15.7% |
| 1Y | +20.2% | +1.5% | +18.7% | +17.6% |
| 3Y | +33.1% | -21.4% | +54.4% | +33.2% |
| All | +33.1% | -24.0% | +57.0% | +33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling