+1,245.2%
ITW vs BNS
+1,476.3%
-231.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | 0.0% |
| 7D | -2.4% | -2.2% | -0.2% | -1.2% |
| 30D | -9.5% | +4.5% | -14.0% | -12.0% |
| 3M | +6.6% | +14.9% | -8.2% | -1.7% |
| 6M | -1.8% | +32.5% | -34.2% | -16.5% |
| YTD | +9.0% | +28.6% | -19.6% | -6.0% |
| 1Y | +3.6% | +48.4% | -44.8% | -17.7% |
| 3Y | +19.4% | +130.8% | -111.4% | -27.0% |
| 5Y | +36.4% | +94.8% | -58.4% | -9.0% |
| 10Y | +190.0% | +184.3% | +5.6% | +52.9% |
| All | +1,245.2% | +1,476.3% | -231.1% | +147.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling