+75.6%
BAC vs WTW
+42.3%
+33.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | -0.3% | -7.8% | +7.5% | +2.7% |
| 30D | -1.8% | -7.9% | +6.1% | +1.2% |
| 3M | +15.3% | +19.9% | -4.7% | +6.8% |
| 6M | +30.2% | +9.8% | +20.4% | +24.1% |
| YTD | +15.6% | -3.3% | +18.9% | +15.7% |
| 1Y | +27.5% | -3.3% | +30.7% | +27.2% |
| 3Y | +137.0% | +61.5% | +75.5% | +78.4% |
| 5Y | +75.6% | +42.6% | +33.0% | +35.1% |
| All | +75.6% | +42.3% | +33.3% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling