+251.7%
BAC vs WAB
+305.5%
-53.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.1% | -2.9% | -0.6% |
| 7D | +2.0% | +4.0% | -2.0% | -0.3% |
| 30D | -6.9% | +4.5% | -11.4% | -9.4% |
| 3M | -19.6% | +2.3% | -21.9% | -21.0% |
| 6M | -0.5% | +12.5% | -12.9% | -8.1% |
| YTD | -6.6% | +40.2% | -46.8% | -24.5% |
| 1Y | -3.0% | +45.2% | -48.2% | -23.2% |
| 3Y | +97.3% | +171.8% | -74.5% | +6.4% |
| 5Y | +21.9% | +217.6% | -195.7% | -41.0% |
| 10Y | +251.7% | +285.3% | -33.6% | +27.6% |
| All | +251.7% | +305.5% | -53.8% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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