+9,101.3%
ITW vs BBWI
+1,034.6%
+8,066.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -1.2% |
| 7D | -3.6% | +1.5% | -5.1% | -3.9% |
| 30D | -9.1% | -5.2% | -4.0% | -8.4% |
| 3M | +8.2% | +11.1% | -2.9% | +4.9% |
| 6M | -4.8% | -13.4% | +8.6% | -3.5% |
| YTD | +11.0% | +0.1% | +10.9% | +8.4% |
| 1Y | +4.2% | -36.1% | +40.4% | +10.8% |
| 3Y | +17.3% | -44.1% | +61.4% | +22.9% |
| 5Y | +33.0% | -66.2% | +99.2% | +49.3% |
| 10Y | +182.3% | -54.8% | +237.1% | +149.3% |
| All | +9,101.3% | +1,034.6% | +8,066.7% | +2,997.5% |
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