+22.9%
ITW vs BBY
+33.0%
-10.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.0% | -5.6% | +1.4% |
| 7D | +6.3% | +4.5% | +1.8% | +5.6% |
| 30D | +11.1% | +16.0% | -4.9% | +9.0% |
| 3M | +0.1% | +18.6% | -18.5% | -2.1% |
| 6M | +18.1% | +80.1% | -62.0% | +8.9% |
| YTD | +21.4% | +57.4% | -36.0% | +16.1% |
| 1Y | +22.9% | +34.5% | -11.6% | +23.4% |
| All | +22.9% | +33.0% | -10.1% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 1y: compounded portfolio wealth divided by compounded BBY 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…
1y analysis · Full analysis span regression · 6 months rolling