+391.9%
BAC vs ITW
+191.6%
+200.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.6% | -0.5% |
| 7D | -0.3% | -2.4% | +2.1% | +1.6% |
| 30D | -1.8% | -9.5% | +7.8% | +6.0% |
| 3M | +15.3% | +6.6% | +8.6% | +8.9% |
| 6M | +30.2% | -1.8% | +31.9% | +30.5% |
| YTD | +15.6% | +9.0% | +6.6% | +6.2% |
| 1Y | +27.5% | +3.6% | +23.9% | +21.4% |
| 3Y | +137.0% | +19.4% | +117.6% | +99.3% |
| 5Y | +75.6% | +36.4% | +39.2% | +29.1% |
| All | +391.9% | +191.6% | +200.3% | +103.2% |
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