+969.9%
ITW vs BLDR
+380.2%
+589.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.4% |
| 7D | -1.9% | -2.7% | +0.8% | -1.5% |
| 30D | -10.4% | -14.7% | +4.3% | -8.1% |
| 3M | +3.5% | -20.8% | +24.4% | +7.1% |
| 6M | -3.4% | -35.3% | +32.0% | +3.1% |
| YTD | +8.5% | -40.3% | +48.8% | +17.0% |
| 1Y | +3.2% | -56.3% | +59.5% | +16.9% |
| 3Y | +18.9% | -56.1% | +75.0% | +31.2% |
| 5Y | +35.0% | +12.9% | +22.1% | +25.1% |
| 10Y | +188.6% | +386.5% | -197.8% | +101.8% |
| All | +969.9% | +380.2% | +589.7% | +434.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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