+74.6%
BA vs ITW
+183.0%
-108.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -0.6% |
| 7D | -1.2% | -1.9% | +0.7% | +0.4% |
| 30D | -11.3% | -10.4% | -1.0% | -3.2% |
| 3M | -3.8% | +3.5% | -7.3% | -6.8% |
| 6M | -8.3% | -3.4% | -4.9% | -6.2% |
| YTD | -4.9% | +8.5% | -13.4% | -12.3% |
| 1Y | -10.1% | +3.2% | -13.3% | -14.0% |
| 3Y | -2.3% | +18.9% | -21.2% | -19.0% |
| 5Y | -3.5% | +35.0% | -38.5% | -30.5% |
| 10Y | +74.6% | +188.6% | -114.1% | -24.4% |
| All | +74.6% | +183.0% | -108.4% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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