+3.2%
ITW vs BEN
+45.3%
-42.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.7% | -3.1% | +2.4% | 0.0% |
| 30D | -8.3% | +0.2% | -8.5% | -8.4% |
| 3M | +6.0% | +6.8% | -0.8% | +4.1% |
| 6M | 0.0% | +38.1% | -38.1% | -9.1% |
| YTD | +10.2% | +44.3% | -34.1% | -0.4% |
| 1Y | +3.2% | +42.6% | -39.4% | -7.7% |
| All | +3.2% | +45.3% | -42.1% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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