+214.5%
BAC vs W
+211.1%
+3.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | 0.0% |
| 7D | +1.5% | -1.7% | +3.2% | +1.7% |
| 30D | -6.4% | +3.2% | -9.6% | -6.9% |
| 3M | -21.7% | +8.3% | -30.0% | -22.7% |
| 6M | +0.5% | +84.3% | -83.8% | -8.2% |
| YTD | -6.7% | +11.0% | -17.7% | -10.0% |
| 1Y | -4.7% | -0.2% | -4.4% | -7.0% |
| 3Y | +96.1% | +157.9% | -61.9% | +61.2% |
| 5Y | +21.7% | -56.8% | +78.5% | +12.3% |
| All | +214.5% | +211.1% | +3.3% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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