+293.9%
BAC vs WTW
+1,174.9%
-881.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.1% | +1.3% |
| 7D | +1.1% | -2.6% | +3.7% | +2.7% |
| 30D | -0.4% | -1.0% | +0.6% | 0.0% |
| 3M | +16.9% | +29.9% | -13.0% | -1.5% |
| 6M | +26.6% | +10.7% | +15.9% | +16.4% |
| YTD | +15.8% | +2.6% | +13.2% | +10.5% |
| 1Y | +27.2% | +2.8% | +24.4% | +20.8% |
| 3Y | +132.4% | +67.3% | +65.1% | +56.7% |
| 5Y | +72.6% | +56.6% | +15.9% | +19.1% |
| 10Y | +389.7% | +204.1% | +185.7% | +108.7% |
| All | +293.9% | +1,174.9% | -881.0% | +0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling