+703.4%
BAC vs WAB
+4,103.0%
-3,399.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.5% |
| 7D | -1.2% | +1.4% | -2.6% | -1.9% |
| 30D | -7.7% | +0.4% | -8.1% | -8.0% |
| 3M | -21.2% | -3.8% | -17.3% | -20.0% |
| 6M | -6.8% | +5.1% | -11.9% | -9.8% |
| YTD | -8.7% | +33.3% | -42.0% | -20.9% |
| 1Y | -5.3% | +39.8% | -45.1% | -19.8% |
| 3Y | +87.4% | +161.1% | -73.6% | +18.7% |
| 5Y | +18.9% | +209.5% | -190.5% | -30.8% |
| 10Y | +273.3% | +293.8% | -20.5% | +86.4% |
| All | +703.4% | +4,103.0% | -3,399.6% | +103.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling