+73.1%
BAC vs ITW
+33.8%
+39.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.2% | +1.6% |
| 7D | +0.6% | -1.9% | +2.5% | +1.8% |
| 30D | -1.4% | -10.4% | +9.0% | +5.7% |
| 3M | +15.7% | +3.5% | +12.2% | +12.4% |
| 6M | +32.2% | -3.4% | +35.6% | +34.0% |
| YTD | +15.8% | +8.5% | +7.3% | +7.9% |
| 1Y | +27.3% | +3.2% | +24.0% | +22.4% |
| 3Y | +137.5% | +18.9% | +118.6% | +105.2% |
| 5Y | +73.1% | +35.0% | +38.0% | +25.4% |
| All | +73.1% | +33.8% | +39.2% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling