+391.9%
BAC vs WBD
+15.6%
+376.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.4% |
| 7D | -0.3% | -0.6% | +0.3% | -0.1% |
| 30D | -1.8% | +4.2% | -5.9% | -2.8% |
| 3M | +15.3% | +7.5% | +7.8% | +13.1% |
| 6M | +30.2% | +1.6% | +28.6% | +29.5% |
| YTD | +15.6% | -2.2% | +17.7% | +16.0% |
| 1Y | +27.5% | +124.9% | -97.4% | +1.3% |
| 3Y | +137.0% | +149.1% | -12.1% | +72.1% |
| 5Y | +75.6% | +7.8% | +67.7% | +52.5% |
| All | +391.9% | +15.6% | +376.3% | +248.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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