+188.3%
ITW vs BNS
+188.9%
-0.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.5% | +0.7% |
| 7D | -0.7% | -0.4% | -0.3% | -0.5% |
| 30D | -8.3% | +3.5% | -11.8% | -10.5% |
| 3M | +6.0% | +14.1% | -8.0% | -2.7% |
| 6M | 0.0% | +33.8% | -33.8% | -16.9% |
| YTD | +10.2% | +29.5% | -19.2% | -6.8% |
| 1Y | +3.2% | +48.4% | -45.2% | -20.0% |
| 3Y | +21.0% | +129.6% | -108.6% | -30.1% |
| 5Y | +37.9% | +96.1% | -58.2% | -12.8% |
| All | +188.3% | +188.9% | -0.6% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 10y: compounded portfolio wealth divided by compounded BNS 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…
10y analysis · Full analysis span regression · 6 months rolling