+8,933.7%
ITW vs BBY
+73,762.8%
-64,829.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -2.4% | +0.7% | -3.1% | -2.5% |
| 30D | -9.5% | +5.8% | -15.3% | -10.4% |
| 3M | +6.6% | +18.0% | -11.4% | +3.6% |
| 6M | -1.8% | +39.8% | -41.6% | -7.6% |
| YTD | +9.0% | +35.4% | -26.4% | +2.9% |
| 1Y | +3.6% | +21.4% | -17.8% | -0.7% |
| 3Y | +19.4% | +39.5% | -20.1% | +10.4% |
| 5Y | +36.4% | -0.5% | +36.9% | +31.2% |
| 10Y | +190.0% | +240.0% | -50.1% | +128.7% |
| All | +8,933.7% | +73,762.8% | -64,829.1% | +4,262.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling