+9,757.5%
ITW vs BBWI
+1,144.0%
+8,613.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.7% |
| 3M | -0.5% | +16.0% | -16.5% | -4.5% |
| 6M | +16.4% | +16.6% | -0.2% | +10.7% |
| YTD | +19.0% | +9.7% | +9.2% | +13.2% |
| 1Y | +20.2% | +1.5% | +18.7% | +14.9% |
| 3Y | +33.1% | -21.4% | +54.4% | +28.7% |
| 5Y | +35.7% | -67.6% | +103.3% | +53.5% |
| 10Y | +194.0% | -46.8% | +240.8% | +149.0% |
| All | +9,757.5% | +1,144.0% | +8,613.5% | +3,135.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling