+715.6%
ITW vs BR
+1,278.7%
-563.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.3% |
| 7D | -0.7% | -3.0% | +2.2% | +0.8% |
| 30D | -8.3% | -0.3% | -8.0% | -8.4% |
| 3M | +6.0% | +17.3% | -11.3% | -2.9% |
| 6M | 0.0% | -6.7% | +6.7% | +2.1% |
| YTD | +10.2% | -23.4% | +33.7% | +23.5% |
| 1Y | +3.2% | -32.7% | +35.9% | +23.7% |
| 3Y | +21.0% | -5.9% | +26.9% | +20.2% |
| 5Y | +37.9% | +8.4% | +29.5% | +24.5% |
| 10Y | +193.2% | +189.2% | +4.0% | +53.5% |
| All | +715.6% | +1,278.7% | -563.1% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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