+73.1%
BAC vs WBD
+3.7%
+69.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.6% |
| 7D | +0.6% | -1.7% | +2.3% | +0.9% |
| 30D | -1.4% | +3.9% | -5.2% | -2.1% |
| 3M | +15.7% | +5.1% | +10.7% | +14.6% |
| 6M | +32.2% | +0.6% | +31.6% | +31.9% |
| YTD | +15.8% | -3.2% | +18.9% | +16.3% |
| 1Y | +27.3% | +127.7% | -100.4% | +7.2% |
| 3Y | +137.5% | +146.6% | -9.1% | +88.3% |
| 5Y | +73.1% | +4.2% | +68.9% | +59.1% |
| All | +73.1% | +3.7% | +69.3% | +59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling