+136.4%
BAC vs WTW
+60.9%
+75.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.6% | +4.0% | +1.3% |
| 7D | +0.6% | -7.1% | +7.7% | +2.3% |
| 30D | -1.4% | -8.5% | +7.2% | +0.6% |
| 3M | +15.7% | +20.6% | -4.8% | +10.2% |
| 6M | +32.2% | +7.2% | +25.0% | +29.2% |
| YTD | +15.8% | -3.9% | +19.6% | +16.1% |
| 1Y | +27.3% | -3.6% | +30.9% | +27.4% |
| All | +136.4% | +60.9% | +75.5% | +108.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 3y: compounded portfolio wealth divided by compounded WTW 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…
3y analysis · Full analysis span regression · 6 months rolling