-4.7%
BAC vs WAB
+44.7%
-49.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | +1.5% | +7.9% | -6.4% | -0.7% |
| 30D | -6.4% | +4.9% | -11.3% | -7.7% |
| 3M | -21.7% | +1.8% | -23.5% | -22.2% |
| 6M | +0.5% | +12.0% | -11.5% | -3.2% |
| YTD | -6.7% | +41.3% | -48.0% | -21.6% |
| 1Y | -4.7% | +43.8% | -48.5% | -20.9% |
| All | -4.7% | +44.7% | -49.4% | -20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling