+136.4%
BAC vs WBD
+153.8%
-17.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +1.2% | -0.7% | +1.9% | +1.3% |
| 30D | -0.7% | +5.0% | -5.7% | -1.5% |
| 3M | +16.9% | +6.2% | +10.7% | +15.8% |
| 6M | +29.6% | +0.6% | +29.0% | +29.4% |
| YTD | +15.3% | -2.4% | +17.7% | +15.6% |
| 1Y | +28.8% | +127.7% | -98.9% | +10.9% |
| 3Y | +136.4% | +148.4% | -12.0% | +89.5% |
| All | +136.4% | +153.8% | -17.4% | +89.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling