+251.7%
BAC vs WCC
+492.1%
-240.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.1% | -5.8% | -0.6% |
| 7D | +2.0% | -5.7% | +7.7% | +3.5% |
| 30D | -6.9% | -13.5% | +6.5% | -2.9% |
| 3M | -19.6% | -12.9% | -6.7% | -16.8% |
| 6M | -0.5% | -10.7% | +10.2% | +0.7% |
| YTD | -6.6% | +30.0% | -36.6% | -19.3% |
| 1Y | -3.0% | +24.7% | -27.7% | -15.0% |
| 3Y | +97.3% | +136.6% | -39.3% | +24.9% |
| 5Y | +21.9% | +143.9% | -122.0% | -29.2% |
| 10Y | +251.7% | +465.9% | -214.3% | +14.0% |
| All | +251.7% | +492.1% | -240.4% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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