+926.9%
ITW vs BIDU
+1,302.3%
-375.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.0% | +6.4% | +0.6% |
| 7D | -0.4% | -2.4% | +2.0% | -0.1% |
| 30D | -9.4% | -15.6% | +6.2% | -7.2% |
| 3M | +7.1% | -22.3% | +29.4% | +10.9% |
| 6M | -1.9% | -22.3% | +20.4% | +1.0% |
| YTD | +10.4% | -29.2% | +39.6% | +14.8% |
| 1Y | +3.3% | -14.8% | +18.1% | +3.2% |
| 3Y | +21.0% | -31.8% | +52.8% | +22.4% |
| 5Y | +36.3% | -43.1% | +79.4% | +34.2% |
| 10Y | +185.8% | -50.6% | +236.4% | +168.4% |
| All | +926.9% | +1,302.3% | -375.3% | +499.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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