+1,377.7%
ITW vs BG
+1,169.9%
+207.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.9% | +1.6% |
| 7D | -0.7% | +3.1% | -3.8% | -1.6% |
| 30D | -8.3% | +10.2% | -18.6% | -10.9% |
| 3M | +6.0% | -1.7% | +7.7% | +5.9% |
| 6M | 0.0% | +1.0% | -1.0% | -1.3% |
| YTD | +10.2% | +39.9% | -29.7% | -0.7% |
| 1Y | +3.2% | +53.2% | -50.0% | -9.8% |
| 3Y | +21.0% | +16.3% | +4.7% | +12.3% |
| 5Y | +37.9% | +83.9% | -45.9% | +9.8% |
| 10Y | +193.2% | +165.1% | +28.1% | +99.1% |
| All | +1,377.7% | +1,169.9% | +207.8% | +647.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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