+1,060.0%
ITW vs BUD
+217.8%
+842.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | -0.2% |
| 7D | +2.3% | +1.0% | +1.3% | +1.9% |
| 30D | +6.7% | +6.7% | 0.0% | +4.0% |
| 3M | -0.5% | +5.7% | -6.3% | -2.8% |
| 6M | +16.4% | +5.8% | +10.6% | +13.4% |
| YTD | +19.0% | +34.4% | -15.4% | +5.5% |
| 1Y | +20.2% | +33.3% | -13.1% | +6.9% |
| 3Y | +33.1% | +48.8% | -15.7% | +11.1% |
| 5Y | +35.7% | +52.5% | -16.8% | +9.9% |
| 10Y | +194.0% | -4.0% | +198.0% | +167.4% |
| All | +1,060.0% | +217.8% | +842.2% | +448.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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