+27.7%
BAC vs WBD
+127.8%
-100.2%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.5% |
| 7D | +0.6% | -1.7% | +2.3% | +0.7% |
| 30D | -1.4% | +3.9% | -5.2% | -1.5% |
| 3M | +15.7% | +5.1% | +10.7% | +15.5% |
| 6M | +32.2% | +0.6% | +31.6% | +32.1% |
| YTD | +15.8% | -3.2% | +18.9% | +15.9% |
| All | +27.7% | +127.8% | -100.2% | +24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling