+217.6%
BAC vs ITW
+192.7%
+24.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.8% |
| 7D | +3.2% | +2.3% | +0.9% | +1.4% |
| 30D | -0.7% | +6.7% | -7.4% | -5.6% |
| 3M | -20.0% | -0.5% | -19.4% | -20.0% |
| 6M | +3.4% | +16.4% | -13.0% | -9.0% |
| YTD | -5.7% | +19.0% | -24.7% | -19.3% |
| 1Y | -1.4% | +20.2% | -21.7% | -16.5% |
| 3Y | +97.9% | +33.1% | +64.8% | +52.6% |
| 5Y | +22.9% | +35.7% | -12.8% | -8.7% |
| All | +217.6% | +192.7% | +24.9% | +24.0% |
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