+188.3%
ITW vs BBY
+252.7%
-64.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | +0.2% |
| 7D | -0.7% | +0.6% | -1.3% | -0.9% |
| 30D | -8.3% | +9.4% | -17.7% | -11.0% |
| 3M | +6.0% | +19.3% | -13.3% | 0.0% |
| 6M | 0.0% | +47.9% | -47.9% | -12.6% |
| YTD | +10.2% | +39.6% | -29.3% | -2.2% |
| 1Y | +3.2% | +22.2% | -19.0% | -5.0% |
| 3Y | +21.0% | +45.0% | -24.0% | +1.3% |
| 5Y | +37.9% | +2.6% | +35.3% | +25.0% |
| All | +188.3% | +252.7% | -64.4% | +95.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling