+376.9%
BAC vs W
+176.2%
+200.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.4% |
| 7D | +1.1% | -4.2% | +5.3% | +1.6% |
| 30D | -0.4% | -7.6% | +7.2% | +0.4% |
| 3M | +16.9% | +37.2% | -20.3% | +11.5% |
| 6M | +26.6% | +26.3% | +0.3% | +21.3% |
| YTD | +15.8% | -1.0% | +16.8% | +13.6% |
| 1Y | +27.2% | +20.1% | +7.1% | +21.1% |
| 3Y | +132.4% | +37.8% | +94.6% | +106.9% |
| 5Y | +72.6% | -63.7% | +136.2% | +62.6% |
| 10Y | +389.7% | +156.3% | +233.4% | +216.7% |
| All | +376.9% | +176.2% | +200.7% | +207.3% |
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