-49.2%
BAC vs WBD
+260.4%
-309.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.5% | +5.6% |
| 7D | +9.0% | +2.8% | +6.3% | +7.0% |
| 30D | +10.2% | -4.2% | +14.5% | +13.3% |
| 3M | +18.9% | +1.0% | +17.9% | +17.3% |
| 6M | +29.5% | -8.0% | +37.5% | +35.4% |
| YTD | +8.0% | -2.9% | +11.0% | +8.3% |
| 1Y | +3.1% | -10.7% | +13.8% | +9.2% |
| 3Y | +29.6% | -40.6% | +70.2% | +72.3% |
| 5Y | +203.9% | +20.7% | +183.3% | +130.3% |
| 10Y | -60.2% | +274.4% | -334.5% | -85.1% |
| All | -49.2% | +260.4% | -309.6% | -81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling