+391.8%
BAC vs W
+146.2%
+245.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.5% |
| 7D | +1.2% | +6.5% | -5.3% | +0.4% |
| 30D | -0.7% | -6.2% | +5.5% | -0.1% |
| 3M | +16.9% | +48.9% | -31.9% | +10.1% |
| 6M | +29.6% | +31.2% | -1.6% | +23.2% |
| YTD | +15.3% | -0.4% | +15.7% | +12.9% |
| 1Y | +28.8% | +14.8% | +14.0% | +23.0% |
| 3Y | +136.4% | +40.5% | +95.9% | +108.2% |
| 5Y | +72.9% | -62.1% | +135.0% | +62.3% |
| 10Y | +391.8% | +141.5% | +250.2% | +176.6% |
| All | +391.8% | +146.2% | +245.5% | +176.6% |
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