+276.0%
BAC vs W
+210.4%
+65.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | -0.5% |
| 7D | -1.2% | -3.6% | +2.4% | -0.8% |
| 30D | -7.7% | +7.0% | -14.6% | -8.4% |
| 3M | -21.2% | +7.4% | -28.5% | -22.0% |
| 6M | -6.8% | +69.3% | -76.1% | -13.6% |
| YTD | -8.7% | +11.3% | -20.0% | -11.8% |
| 1Y | -5.3% | +13.2% | -18.5% | -8.9% |
| 3Y | +87.4% | +142.0% | -54.6% | +57.0% |
| 5Y | +18.9% | -54.6% | +73.5% | +9.1% |
| 10Y | +273.3% | +243.7% | +29.6% | +135.0% |
| All | +276.0% | +210.4% | +65.6% | +138.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling